0.50Open0.40Pre Close2 Volume187 Open Interest29.00Strike Price100.00Turnover36.63%IV2.08%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.4755Delta0.3588Gamma68.00Leverage Ratio-0.0607Theta0.0015Rho32.33Eff Leverage0.0121Vega