0.45Open0.55Pre Close2 Volume140 Open Interest35.00Strike Price100.00Turnover68.64%IV12.32%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.3360Delta0.0613Gamma26.38Leverage Ratio-0.0410Theta0.0071Rho8.86Eff Leverage0.0316Vega