1.00Open0.40Pre Close1 Volume49 Open Interest56.00Strike Price100.00Turnover20.27%IV1.64%PremiumDec 20, 2024Expiry Date0.08Intrinsic Value100Multiplier16DDays to Expiry0.92Extrinsic Value100Contract SizeAmericanOptions Type0.5246Delta0.1669Gamma53.41Leverage Ratio-0.0333Theta0.0125Rho28.02Eff Leverage0.0469Vega