0.16Open0.21Pre Close7 Volume11 Open Interest126.50Strike Price100.00Turnover107.97%IV18.84%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.0483Delta0.0095Gamma519.80Leverage Ratio-0.1405Theta0.0004Rho25.09Eff Leverage0.0098Vega