0.10Open0.35Pre Close10 Volume62 Open Interest7.50Strike Price100.00Turnover100.07%IV6.92%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.2364Delta0.4465Gamma79.50Leverage Ratio-0.0405Theta-0.0001Rho-18.80Eff Leverage0.0021Vega