0.50Open0.30Pre Close2 Volume48 Open Interest7.50Strike Price100.00Turnover75.44%IV3.23%PremiumSep 20, 2024Expiry Date0.25Intrinsic Value100Multiplier6DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.6501Delta0.4765Gamma17.22Leverage Ratio-0.0238Theta0.0008Rho11.20Eff Leverage0.0038Vega