0.20Open0.20Pre Close5 Volume0 Open Interest36.50Strike Price100.00Turnover44.39%IV3.87%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.2206Delta0.1707Gamma167.82Leverage Ratio-0.0666Theta-0.0009Rho-37.01Eff Leverage0.0116Vega