0.50Open0.40Pre Close2 Volume187 Open Interest29.00Strike Price100.00Turnover36.05%IV2.18%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.4803Delta0.3648Gamma72.18Leverage Ratio-0.0599Theta0.0015Rho34.67Eff Leverage0.0121Vega