0.05Open0.10Pre Close20 Volume4 Open Interest112.00Strike Price100.00Turnover117.71%IV23.88%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0589Delta0.0099Gamma317.37Leverage Ratio-0.1381Theta0.0006Rho18.68Eff Leverage0.0118Vega