0.05Open0.16Pre Close20 Volume51 Open Interest97.00Strike Price100.00Turnover17.47%IV2.98%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0656Delta0.0728Gamma1884.80Leverage Ratio-0.0250Theta0.0007Rho123.72Eff Leverage0.0128Vega