0.10Open0.15Pre Close6 Volume378 Open Interest140.00Strike Price100.00Turnover99.41%IV19.79%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.0430Delta0.0077Gamma585.20Leverage Ratio-0.1207Theta0.0005Rho25.15Eff Leverage0.0109Vega