0.05Open0.08Pre Close21 Volume354 Open Interest38.00Strike Price101.00Turnover37.02%IV6.69%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0384Delta0.0522Gamma1627.20Leverage Ratio-0.0138Theta-0.0002Rho-62.51Eff Leverage0.0036Vega