1.00Open0.95Pre Close1 Volume667 Open Interest45.00Strike Price100.00Turnover28.04%IV0.43%PremiumDec 20, 2024Expiry Date0.81Intrinsic Value100Multiplier5DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type-0.7038Delta0.2455Gamma42.09Leverage Ratio-0.0496Theta-0.0036Rho-29.62Eff Leverage0.0175Vega