0.05Open0.05Pre Close20 Volume475 Open Interest7.50Strike Price100.00Turnover116.35%IV17.60%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1299Delta0.2606Gamma128.40Leverage Ratio-0.0195Theta0.0001Rho16.67Eff Leverage0.0015Vega