0.05Open0.08Pre Close20 Volume87 Open Interest8.50Strike Price100.00Turnover126.70%IV19.60%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1131Delta0.1994Gamma142.98Leverage Ratio-0.0214Theta0.0001Rho16.17Eff Leverage0.0015Vega