0.05Open0.10Pre Close20 Volume146 Open Interest115.00Strike Price100.00Turnover37.34%IV9.55%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0209Delta0.0079Gamma2541.80Leverage Ratio-0.0212Theta-0.0004Rho-53.06Eff Leverage0.0086Vega