0.05Open0.08Pre Close20 Volume87 Open Interest8.50Strike Price100.00Turnover127.06%IV19.55%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1129Delta0.1987Gamma143.04Leverage Ratio-0.0214Theta0.0001Rho16.15Eff Leverage0.0015Vega