0.20Open0.22Pre Close5 Volume615 Open Interest220.00Strike Price100.00Turnover49.65%IV10.87%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.0432Delta0.0079Gamma993.05Leverage Ratio-0.0945Theta0.0012Rho42.91Eff Leverage0.0214Vega