0.10Open0.05Pre Close10 Volume21 Open Interest38.00Strike Price100.00Turnover33.40%IV6.42%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier8DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1191Delta0.1140Gamma358.00Leverage Ratio-0.0224Theta0.0009Rho42.63Eff Leverage0.0104Vega