0.04Open0.06Pre Close25 Volume989 Open Interest41.00Strike Price100.00Turnover53.60%IV6.96%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0454Delta0.0518Gamma1257.86Leverage Ratio-0.0293Theta-0.0001Rho-57.11Eff Leverage0.0033Vega