0.10Open0.15Pre Close10 Volume52 Open Interest7.00Strike Price100.00Turnover36.52%IV4.30%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.3278Delta0.6491Gamma57.68Leverage Ratio-0.0059Theta-0.0010Rho-18.91Eff Leverage0.0055Vega