0.05Open0.34Pre Close38 Volume81 Open Interest46.50Strike Price100.00Turnover47.59%IV7.19%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0692Delta0.0518Gamma626.00Leverage Ratio-0.0368Theta-0.0004Rho-43.30Eff Leverage0.0072Vega