0.05Open0.35Pre Close18 Volume156 Open Interest53.00Strike Price100.00Turnover52.51%IV2.57%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0707Delta0.1423Gamma1812.33Leverage Ratio-0.1536Theta0.0000Rho-128.14Eff Leverage0.0025Vega