0.40Open0.60Pre Close2 Volume24 Open Interest210.00Strike Price100.00Turnover41.66%IV6.77%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type0.0784Delta0.0170Gamma657.50Leverage Ratio-0.1452Theta0.0017Rho51.54Eff Leverage0.0303Vega