0.03Open0.08Pre Close26 Volume227 Open Interest317.50Strike Price100.00Turnover44.77%IV7.50%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0120Delta0.0026Gamma2542.07Leverage Ratio-0.0470Theta-0.0002Rho-30.42Eff Leverage0.0083Vega