0.05Open0.06Pre Close20 Volume22 Open Interest51.00Strike Price100.00Turnover47.60%IV7.79%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0555Delta0.0519Gamma947.20Leverage Ratio-0.0311Theta0.0002Rho52.55Eff Leverage0.0051Vega