0.25Open0.16Pre Close4 Volume63 Open Interest95.00Strike Price100.00Turnover77.98%IV11.64%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.0630Delta0.0140Gamma428.93Leverage Ratio-0.1217Theta-0.0007Rho-27.02Eff Leverage0.0140Vega