0.20Open0.41Pre Close5 Volume81 Open Interest13.00Strike Price100.00Turnover79.78%IV2.72%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.4577Delta0.3996Gamma38.94Leverage Ratio-0.0630Theta0.0005Rho17.82Eff Leverage0.0049Vega