0.05Open0.05Pre Close20 Volume44 Open Interest27.00Strike Price100.00Turnover27.50%IV6.63%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.1448Delta0.1166Gamma192.43Leverage Ratio-0.0096Theta-0.0023Rho-27.87Eff Leverage0.0162Vega