0.39Open0.25Pre Close2.19K Volume1.92K Open Interest9.50Strike Price100.93KTurnover101.54%IV4.19%PremiumNov 29, 2024Expiry Date0.04Intrinsic Value100Multiplier4DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.5390Delta0.3786Gamma21.68Leverage Ratio-0.0525Theta0.0006Rho11.69Eff Leverage0.0041Vega