0.20Open0.26Pre Close5 Volume111 Open Interest67.50Strike Price100.00Turnover53.94%IV21.54%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier26DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.0384Delta0.0068Gamma428.90Leverage Ratio-0.0192Theta-0.0022Rho-16.48Eff Leverage0.0190Vega