0.50Open0.64Pre Close2 Volume24 Open Interest14.00Strike Price100.00Turnover34.54%IV3.50%PremiumDec 20, 2024Expiry Date0.01Intrinsic Value100Multiplier22DDays to Expiry0.49Extrinsic Value100Contract SizeAmericanOptions Type0.5327Delta0.3325Gamma28.02Leverage Ratio-0.0116Theta0.0043Rho14.93Eff Leverage0.0138Vega