0.10Open0.15Pre Close10 Volume630 Open Interest15.00Strike Price100.00Turnover20.58%IV3.99%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.2225Delta0.3920Gamma155.20Leverage Ratio-0.0051Theta-0.0018Rho-34.53Eff Leverage0.0110Vega