0.05Open0.16Pre Close20 Volume4 Open Interest29.00Strike Price100.00Turnover75.14%IV14.78%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0571Delta0.0542Gamma506.20Leverage Ratio-0.0242Theta0.0002Rho28.91Eff Leverage0.0032Vega