0.05Open0.12Pre Close27 Volume1.32K Open Interest32.00Strike Price102.00Turnover1050.75%IV17.76%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier-2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0301Delta0.0165Gamma777.00Leverage Ratio-3.5454Theta0.0000Rho-23.39Eff Leverage0.0003Vega