0.10Open0.05Pre Close10 Volume2.20K Open Interest45.00Strike Price100.00Turnover72.83%IV12.09%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0750Delta0.0462Gamma402.35Leverage Ratio-0.0496Theta0.0003Rho30.18Eff Leverage0.0060Vega