0.20Open0.16Pre Close4 Volume461 Open Interest73.00Strike Price100.00Turnover39.69%IV0.44%PremiumNov 1, 2024Expiry Date0.03Intrinsic Value100Multiplier0DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type0.5952Delta0.5308Gamma164.11Leverage Ratio-0.6336Theta0.0003Rho97.67Eff Leverage0.0071Vega