0.04Open0.06Pre Close25 Volume989 Open Interest41.00Strike Price100.00Turnover48.86%IV5.96%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0567Delta0.0699Gamma1088.88Leverage Ratio-0.0332Theta-0.0001Rho-61.74Eff Leverage0.0038Vega