0.10Open0.15Pre Close10 Volume207 Open Interest29.00Strike Price100.00Turnover63.20%IV23.25%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0746Delta0.0447Gamma236.10Leverage Ratio-0.0136Theta0.0007Rho17.62Eff Leverage0.0070Vega