0.05Open0.16Pre Close20 Volume51 Open Interest97.00Strike Price100.00Turnover17.65%IV3.01%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0655Delta0.0726Gamma1884.20Leverage Ratio-0.0254Theta0.0007Rho123.51Eff Leverage0.0127Vega