13.30Open13.45Pre Close67 Volume1.82K Open Interest197.50Strike Price100.81KTurnover50.33%IV0.10%PremiumDec 6, 2024Expiry Date15.94Intrinsic Value100Multiplier2DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.9708Delta0.0075Gamma13.26Leverage Ratio-0.1077Theta0.0131Rho12.87Eff Leverage0.0117Vega