0.05Open0.05Pre Close20 Volume4 Open Interest97.00Strike Price100.00Turnover72.33%IV16.59%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0222Delta0.0085Gamma1664.80Leverage Ratio-0.0333Theta0.0002Rho37.00Eff Leverage0.0045Vega