0.05Open0.05Pre Close20 Volume41 Open Interest14.00Strike Price100.00Turnover34.26%IV12.85%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1013Delta0.1643Gamma249.00Leverage Ratio-0.0042Theta0.0008Rho25.21Eff Leverage0.0056Vega