0.05Open0.60Pre Close20 Volume53 Open Interest71.00Strike Price100.00Turnover49.96%IV9.39%PremiumAug 23, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0303Delta0.0165Gamma1566.00Leverage Ratio-0.0289Theta-0.0003Rho-47.51Eff Leverage0.0057Vega