0.10Open0.10Pre Close10 Volume268 Open Interest9.00Strike Price100.00Turnover87.45%IV22.20%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.1015Delta0.0749Gamma91.52Leverage Ratio-0.0101Theta-0.0007Rho-9.29Eff Leverage0.0048Vega