0.13Open0.15Pre Close9 Volume308 Open Interest29.00Strike Price101.00Turnover24.36%IV3.08%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.2067Delta0.3276Gamma282.40Leverage Ratio-0.0222Theta0.0009Rho58.37Eff Leverage0.0102Vega