0.05Open0.11Pre Close20 Volume466 Open Interest60.00Strike Price100.00Turnover46.27%IV13.24%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0362Delta0.0224Gamma1060.60Leverage Ratio-0.0171Theta0.0004Rho38.43Eff Leverage0.0061Vega