0.05Open0.13Pre Close20 Volume31 Open Interest92.00Strike Price100.00Turnover118.07%IV9.38%PremiumSep 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0252Delta0.0114Gamma2029.40Leverage Ratio-0.2085Theta0.0000Rho-51.15Eff Leverage0.0026Vega