2.23Open2.70Pre Close367 Volume556 Open Interest141.00Strike Price100.65KTurnover53.71%IV1.99%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry2.17Extrinsic Value100Contract SizeAmericanOptions Type0.4718Delta0.0641Gamma63.66Leverage Ratio-0.5695Theta0.0043Rho30.04Eff Leverage0.0460Vega