0.03Open0.08Pre Close26 Volume217 Open Interest317.50Strike Price100.00Turnover50.44%IV7.50%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0254Delta0.0043Gamma2542.07Leverage Ratio-0.1178Theta-0.0005Rho-64.50Eff Leverage0.0163Vega