0.05Open0.22Pre Close20 Volume2 Open Interest217.50Strike Price100.00Turnover56.47%IV8.94%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0136Delta0.0034Gamma4775.90Leverage Ratio-0.0472Theta-0.0002Rho-64.91Eff Leverage0.0064Vega