0.09Open0.11Pre Close14 Volume45 Open Interest108.00Strike Price101.00Turnover75.43%IV21.42%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0135Delta0.0045Gamma2542.29Leverage Ratio-0.0220Theta0.0002Rho34.27Eff Leverage0.0035Vega