1.51Open4.70Pre Close2 Volume3 Open Interest43.00Strike Price301.00Turnover30.11%IV1.02%PremiumDec 20, 2024Expiry Date1.05Intrinsic Value100Multiplier20DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.6603Delta0.1188Gamma23.49Leverage Ratio-0.0322Theta0.0147Rho15.51Eff Leverage0.0375Vega