5.10Open5.65Pre Close169 Volume97 Open Interest99.00Strike Price100.80KTurnover142.73%IV3.35%PremiumDec 6, 2024Expiry Date3.09Intrinsic Value100Multiplier2DDays to Expiry3.21Extrinsic Value100Contract SizeAmericanOptions Type-0.5800Delta0.0340Gamma15.10Leverage Ratio-0.9623Theta-0.0041Rho-8.76Eff Leverage0.0315Vega