0.05Open0.06Pre Close20 Volume2 Open Interest51.00Strike Price100.00Turnover44.88%IV7.79%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0475Delta0.0480Gamma1184.00Leverage Ratio-0.0252Theta0.0002Rho56.29Eff Leverage0.0046Vega