0.20Open0.30Pre Close5 Volume2 Open Interest6.00Strike Price100.00Turnover112.84%IV3.85%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.4903Delta0.6437Gamma26.53Leverage Ratio-0.0439Theta0.0002Rho13.01Eff Leverage0.0022Vega