0.05Open0.10Pre Close20 Volume151 Open Interest2.50Strike Price100.00Turnover218.43%IV49.90%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0455Delta0.0429Gamma97.80Leverage Ratio-0.0065Theta-0.0001Rho-4.45Eff Leverage0.0010Vega