0.05Open0.05Pre Close20 Volume0 Open Interest110.00Strike Price100.00Turnover70.43%IV14.56%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0218Delta0.0082Gamma1921.20Leverage Ratio-0.0380Theta0.0002Rho41.84Eff Leverage0.0047Vega