0.05Open0.03Pre Close20 Volume6 Open Interest80.00Strike Price100.00Turnover28.59%IV18.17%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier29DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0248Delta0.0106Gamma1354.80Leverage Ratio-0.0055Theta0.0013Rho33.66Eff Leverage0.0112Vega