0.05Open0.12Pre Close20 Volume170 Open Interest10.00Strike Price100.00Turnover86.13%IV11.54%PremiumOct 25, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1299Delta0.2648Gamma180.20Leverage Ratio-0.0212Theta0.0001Rho23.41Eff Leverage0.0020Vega