0.05Open0.16Pre Close20 Volume51 Open Interest97.00Strike Price100.00Turnover17.98%IV3.00%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0646Delta0.0706Gamma1884.40Leverage Ratio-0.0255Theta0.0007Rho121.78Eff Leverage0.0125Vega