0.05Open0.10Pre Close20 Volume4 Open Interest112.00Strike Price100.00Turnover117.21%IV23.80%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0590Delta0.0100Gamma317.58Leverage Ratio-0.1380Theta0.0006Rho18.74Eff Leverage0.0118Vega