0.02Open0.03Pre Close50 Volume260 Open Interest25.50Strike Price100.00Turnover56.30%IV9.06%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0433Delta0.0797Gamma1170.00Leverage Ratio-0.0149Theta0.0001Rho50.62Eff Leverage0.0019Vega