0.06Open0.25Pre Close22 Volume432 Open Interest28.50Strike Price100.00Turnover66.14%IV4.28%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0833Delta0.1922Gamma912.00Leverage Ratio-0.0842Theta0.0000Rho76.00Eff Leverage0.0018Vega