0.09Open0.22Pre Close11 Volume93 Open Interest49.50Strike Price100.00Turnover57.31%IV8.53%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0801Delta0.0587Gamma507.78Leverage Ratio-0.0499Theta0.0003Rho40.65Eff Leverage0.0066Vega