0.10Open0.10Pre Close10 Volume531 Open Interest115.00Strike Price100.00Turnover78.38%IV14.18%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0360Delta0.0110Gamma1008.10Leverage Ratio-0.0734Theta0.0003Rho36.24Eff Leverage0.0072Vega