0.05Open0.17Pre Close20 Volume117 Open Interest345.00Strike Price100.00Turnover264.55%IV9.68%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0088Delta0.0014Gamma7638.20Leverage Ratio-1.7548Theta0.0000Rho-66.93Eff Leverage0.0015Vega