0.20Open0.20Pre Close5 Volume167 Open Interest2.50Strike Price100.00Turnover130.23%IV5.35%PremiumSep 20, 2024Expiry Date0.07Intrinsic Value100Multiplier3DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.5750Delta1.4145Gamma16.20Leverage Ratio-0.0212Theta-0.0001Rho-9.31Eff Leverage0.0008Vega