0.05Open0.22Pre Close33 Volume24 Open Interest50.00Strike Price802.00Turnover63.68%IV25.97%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.1026Delta0.0272Gamma133.10Leverage Ratio-0.0243Theta0.0025Rho13.65Eff Leverage0.0184Vega