0.05Open0.10Pre Close20 Volume21 Open Interest2.50Strike Price100.00Turnover494.91%IV52.69%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1777Delta0.4262Gamma33.40Leverage Ratio-0.0367Theta0.0000Rho5.93Eff Leverage0.0003Vega