0.05Open0.05Pre Close20 Volume21 Open Interest47.50Strike Price100.00Turnover67.78%IV45.77%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0240Delta0.0096Gamma652.40Leverage Ratio-0.0063Theta0.0005Rho15.69Eff Leverage0.0049Vega