11.22Open8.31Pre Close88 Volume104 Open Interest87.50Strike Price100.98KTurnover32.76%IV-0.09%PremiumOct 18, 2024Expiry Date11.82Intrinsic Value100Multiplier24DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9442Delta0.0135Gamma8.07Leverage Ratio-0.0301Theta0.0533Rho7.62Eff Leverage0.0286Vega