1.00Open0.40Pre Close1 Volume49 Open Interest56.00Strike Price100.00Turnover19.86%IV1.62%PremiumDec 20, 2024Expiry Date0.09Intrinsic Value100Multiplier16DDays to Expiry0.91Extrinsic Value100Contract SizeAmericanOptions Type0.5470Delta0.1692Gamma53.42Leverage Ratio-0.0328Theta0.0131Rho29.22Eff Leverage0.0467Vega