0.05Open0.05Pre Close20 Volume0 Open Interest75.00Strike Price100.00Turnover85.44%IV12.25%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0232Delta0.0097Gamma1708.20Leverage Ratio-0.0453Theta-0.0001Rho-39.55Eff Leverage0.0036Vega