0.05Open0.16Pre Close20 Volume20 Open Interest29.00Strike Price100.00Turnover76.58%IV14.78%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0571Delta0.0542Gamma506.20Leverage Ratio-0.0250Theta0.0002Rho28.91Eff Leverage0.0032Vega