0.06Open0.25Pre Close22 Volume432 Open Interest28.50Strike Price100.00Turnover74.69%IV4.28%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0833Delta0.1921Gamma912.00Leverage Ratio-0.1073Theta0.0000Rho75.98Eff Leverage0.0016Vega