1.02Open3.00Pre Close1 Volume105 Open Interest47.50Strike Price102.00Turnover34.37%IV2.04%PremiumJul 19, 2024Expiry Date0.05Intrinsic Value100Multiplier5DDays to Expiry0.97Extrinsic Value100Contract SizeAmericanOptions Type-0.4944Delta0.1952Gamma57.52Leverage Ratio-0.0710Theta-0.0035Rho-28.44Eff Leverage0.0238Vega