0.05Open0.23Pre Close20 Volume69 Open Interest140.00Strike Price100.00Turnover91.48%IV16.05%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0110Delta0.0022Gamma3334.20Leverage Ratio-0.0441Theta-0.0001Rho-36.66Eff Leverage0.0041Vega