0.01Open0.05Pre Close100 Volume665 Open Interest3.00Strike Price100.00Turnover47.05%IV4.47%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.1469Delta1.7671Gamma313.00Leverage Ratio-0.0051Theta0.0000Rho-45.96Eff Leverage0.0006Vega