0.05Open0.03Pre Close20 Volume263 Open Interest40.00Strike Price100.00Turnover8.91%IV2.82%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1257Delta0.2560Gamma779.00Leverage Ratio-0.0048Theta0.0026Rho97.92Eff Leverage0.0186Vega