0.05Open0.05Pre Close20 Volume0 Open Interest94.00Strike Price100.00Turnover86.09%IV20.61%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0202Delta0.0070Gamma1559.60Leverage Ratio-0.0337Theta0.0002Rho31.50Eff Leverage0.0039Vega