0.05Open0.04Pre Close20 Volume1.17K Open Interest5.00Strike Price100.00Turnover170.31%IV87.04%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1076Delta0.1621Gamma54.00Leverage Ratio-0.0047Theta0.0001Rho5.81Eff Leverage0.0012Vega