0.05Open0.05Pre Close20 Volume536 Open Interest33.00Strike Price100.00Turnover3.47%IV0.92%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.2853Delta1.2026Gamma655.00Leverage Ratio-0.0032Theta0.0057Rho186.88Eff Leverage0.0273Vega