0.05Open0.10Pre Close20 Volume4 Open Interest112.00Strike Price100.00Turnover82.93%IV24.38%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0108Delta0.0034Gamma3003.00Leverage Ratio-0.0197Theta0.0001Rho32.40Eff Leverage0.0029Vega