14.80Open15.50Pre Close124 Volume107 Open Interest330.00Strike Price100.62KTurnover36.37%IV2.44%PremiumNov 15, 2024Expiry Date4.46Intrinsic Value100Multiplier21DDays to Expiry7.94Extrinsic Value100Contract SizeAmericanOptions Type-0.5358Delta0.0142Gamma24.48Leverage Ratio-0.2532Theta-0.0921Rho-13.11Eff Leverage0.3085Vega