0.50Open0.05Pre Close2 Volume67 Open Interest930.00Strike Price100.00Turnover116.92%IV25.97%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.0180Delta0.0006Gamma1477.36Leverage Ratio-0.3976Theta0.0011Rho26.57Eff Leverage0.0301Vega