1.00Open1.10Pre Close1 Volume28 Open Interest45.00Strike Price100.00Turnover47.86%IV0.66%PremiumSep 20, 2024Expiry Date0.70Intrinsic Value100Multiplier2DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.6629Delta0.2032Gamma40.62Leverage Ratio-0.1510Theta0.0020Rho26.93Eff Leverage0.0137Vega