0.05Open0.03Pre Close20 Volume6 Open Interest80.00Strike Price100.00Turnover28.58%IV18.13%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier29DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0248Delta0.0106Gamma1355.30Leverage Ratio-0.0055Theta0.0013Rho33.68Eff Leverage0.0112Vega