0.05Open0.08Pre Close20 Volume87 Open Interest8.50Strike Price100.00Turnover128.07%IV20.00%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1117Delta0.1944Gamma142.50Leverage Ratio-0.0211Theta0.0001Rho15.92Eff Leverage0.0015Vega