0.10Open0.12Pre Close10 Volume17 Open Interest55.00Strike Price100.00Turnover100.57%IV15.59%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0576Delta0.0275Gamma476.70Leverage Ratio-0.0711Theta0.0002Rho27.44Eff Leverage0.0048Vega