0.10Open0.22Pre Close10 Volume6 Open Interest12.50Strike Price100.00Turnover30.71%IV8.81%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier26DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1974Delta0.2936Gamma115.80Leverage Ratio-0.0054Theta0.0015Rho22.86Eff Leverage0.0086Vega