0.05Open0.16Pre Close20 Volume51 Open Interest97.00Strike Price100.00Turnover18.12%IV3.06%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0642Delta0.0697Gamma1883.38Leverage Ratio-0.0256Theta0.0007Rho120.87Eff Leverage0.0125Vega