0.20Open0.20Pre Close5 Volume3.22K Open Interest5.00Strike Price100.00Turnover70.91%IV14.79%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.3206Delta0.4546Gamma30.20Leverage Ratio-0.0066Theta0.0008Rho9.68Eff Leverage0.0040Vega