0.01Open0.02Pre Close100 Volume140 Open Interest16.50Strike Price100.00Turnover42.56%IV7.70%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0530Delta0.1581Gamma1022.00Leverage Ratio-0.0082Theta0.0001Rho54.13Eff Leverage0.0017Vega