0.06Open0.02Pre Close17 Volume6 Open Interest109.00Strike Price102.00Turnover111.18%IV16.36%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0716Delta0.0147Gamma328.88Leverage Ratio-0.1875Theta0.0005Rho23.54Eff Leverage0.0114Vega