0.20Open0.40Pre Close5 Volume8 Open Interest84.00Strike Price100.00Turnover29.78%IV3.41%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.1425Delta0.0833Gamma433.80Leverage Ratio-0.0739Theta-0.0013Rho-61.83Eff Leverage0.0204Vega