0.10Open0.15Pre Close10 Volume94 Open Interest35.00Strike Price100.00Turnover34.96%IV4.90%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.1259Delta0.1320Gamma367.00Leverage Ratio-0.0288Theta-0.0007Rho-46.20Eff Leverage0.0093Vega