0.25Open0.20Pre Close4 Volume274 Open Interest5.00Strike Price100.00Turnover52.85%IV8.48%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.3557Delta0.5530Gamma29.66Leverage Ratio-0.0055Theta-0.0011Rho-10.55Eff Leverage0.0048Vega