0.02Open0.06Pre Close50 Volume950 Open Interest45.00Strike Price100.00Turnover35.24%IV6.64%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0290Delta0.0375Gamma2409.00Leverage Ratio-0.0121Theta-0.0001Rho-69.89Eff Leverage0.0033Vega