0.02Open0.02Pre Close48 Volume296 Open Interest67.00Strike Price100.00Turnover33.88%IV7.06%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0296Delta0.0303Gamma2504.00Leverage Ratio-0.0155Theta0.0002Rho74.03Eff Leverage0.0044Vega