0.50Open0.65Pre Close2 Volume309 Open Interest22.50Strike Price100.00Turnover36.51%IV4.84%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type-0.3514Delta0.1849Gamma46.24Leverage Ratio-0.0173Theta-0.0044Rho-16.25Eff Leverage0.0204Vega