0.05Open0.16Pre Close20 Volume51 Open Interest97.00Strike Price100.00Turnover18.08%IV3.05%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0643Delta0.0700Gamma1883.60Leverage Ratio-0.0255Theta0.0007Rho121.16Eff Leverage0.0125Vega