0.05Open0.05Pre Close28 Volume152 Open Interest835.00Strike Price100.00Turnover69.88%IV8.18%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0034Delta0.0004Gamma30310.67Leverage Ratio-0.1657Theta-0.0001Rho-102.41Eff Leverage0.0042Vega