0.01Open0.04Pre Close100 Volume60 Open Interest112.00Strike Price100.00Turnover30.90%IV8.23%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0090Delta0.0072Gamma10349.00Leverage Ratio-0.0073Theta0.0001Rho92.81Eff Leverage0.0026Vega