0.05Open0.20Pre Close20 Volume3 Open Interest5.00Strike Price100.00Turnover133.63%IV9.51%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.1671Delta0.4656Gamma109.40Leverage Ratio-0.0337Theta-0.0001Rho-18.28Eff Leverage0.0010Vega