0.05Open0.10Pre Close20 Volume1 Open Interest15.00Strike Price100.00Turnover5.02%IV0.27%PremiumOct 18, 2024Expiry Date0.01Intrinsic Value100Multiplier12DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.4831Delta3.1993Gamma299.80Leverage Ratio-0.0016Theta-0.0017Rho-144.84Eff Leverage0.0106Vega