0.20Open2.55Pre Close5 Volume52 Open Interest792.50Strike Price100.00Turnover72.37%IV7.05%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type-0.0146Delta0.0013Gamma5682.93Leverage Ratio-0.6068Theta-0.0003Rho-82.93Eff Leverage0.0147Vega