0.05Open0.05Pre Close20 Volume20 Open Interest85.00Strike Price100.00Turnover89.59%IV49.89%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0148Delta0.0037Gamma1134.80Leverage Ratio-0.0123Theta0.0003Rho16.81Eff Leverage0.0042Vega