1.00Open1.50Pre Close1 Volume7 Open Interest55.00Strike Price100.00Turnover33.31%IV1.63%PremiumOct 18, 2024Expiry Date0.10Intrinsic Value100Multiplier6DDays to Expiry0.90Extrinsic Value100Contract SizeAmericanOptions Type0.5322Delta0.1705Gamma55.10Leverage Ratio-0.0857Theta0.0046Rho29.32Eff Leverage0.0278Vega