1.64Open1.04Pre Close550 Volume2.61K Open Interest23.50Strike Price100.78KTurnover61.37%IV0.28%PremiumNov 29, 2024Expiry Date1.37Intrinsic Value100Multiplier4DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.8269Delta0.1641Gamma16.25Leverage Ratio-0.0551Theta0.0020Rho13.44Eff Leverage0.0065Vega