0.10Open0.60Pre Close10 Volume149 Open Interest32.50Strike Price100.00Turnover102.55%IV14.59%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0835Delta0.0563Gamma284.50Leverage Ratio-0.0583Theta0.0002Rho23.75Eff Leverage0.0041Vega