0.10Open0.15Pre Close10 Volume10 Open Interest15.00Strike Price100.00Turnover73.69%IV28.62%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1058Delta0.0861Gamma117.40Leverage Ratio-0.0089Theta0.0007Rho12.42Eff Leverage0.0053Vega