0.05Open0.11Pre Close20 Volume466 Open Interest60.00Strike Price100.00Turnover45.75%IV13.24%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier8DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0362Delta0.0224Gamma1060.60Leverage Ratio-0.0168Theta0.0004Rho38.43Eff Leverage0.0062Vega