0.10Open0.20Pre Close10 Volume15 Open Interest90.00Strike Price100.00Turnover49.24%IV8.52%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0442Delta0.0173Gamma982.70Leverage Ratio-0.0491Theta-0.0005Rho-43.41Eff Leverage0.0103Vega