0.05Open2.63Pre Close20 Volume1 Open Interest27.50Strike Price100.00Turnover328.36%IV26.49%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0217Delta0.0088Gamma746.80Leverage Ratio-0.1684Theta0.0000Rho-16.20Eff Leverage0.0009Vega