0.05Open0.13Pre Close20 Volume136 Open Interest90.00Strike Price100.00Turnover48.54%IV12.75%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0193Delta0.0068Gamma2062.00Leverage Ratio-0.0204Theta-0.0003Rho-39.75Eff Leverage0.0067Vega