0.16Open0.16Pre Close7 Volume0 Open Interest87.00Strike Price102.00Turnover56.92%IV10.07%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.0672Delta0.0268Gamma565.43Leverage Ratio-0.0680Theta0.0006Rho37.98Eff Leverage0.0111Vega