0.06Open0.10Pre Close10 Volume68 Open Interest60.00Strike Price100.00Turnover116.98%IV11.35%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type-0.0484Delta0.0208Gamma674.90Leverage Ratio-0.0994Theta-0.0001Rho-32.69Eff Leverage0.0042Vega