0.05Open0.16Pre Close20 Volume51 Open Interest97.00Strike Price100.00Turnover17.66%IV2.95%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0660Delta0.0736Gamma1885.40Leverage Ratio-0.0257Theta0.0007Rho124.45Eff Leverage0.0126Vega