0.16Open0.21Pre Close7 Volume11 Open Interest126.50Strike Price100.00Turnover105.16%IV18.19%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.0489Delta0.0097Gamma522.68Leverage Ratio-0.1389Theta0.0004Rho25.57Eff Leverage0.0101Vega