0.20Open0.24Pre Close5 Volume60 Open Interest47.00Strike Price100.00Turnover23.19%IV0.55%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.4318Delta0.6218Gamma234.70Leverage Ratio-0.1392Theta0.0007Rho101.34Eff Leverage0.0107Vega