0.50Open0.53Pre Close2 Volume6 Open Interest13.50Strike Price100.00Turnover81.06%IV5.07%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.4523Delta0.3689Gamma33.31Leverage Ratio-0.0643Theta0.0006Rho15.07Eff Leverage0.0052Vega