0.05Open0.10Pre Close20 Volume20 Open Interest14.00Strike Price100.00Turnover67.46%IV38.22%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier30DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0628Delta0.0626Gamma203.30Leverage Ratio-0.0040Theta0.0005Rho12.77Eff Leverage0.0036Vega