0.20Open0.20Pre Close9 Volume78 Open Interest85.00Strike Price100.00Turnover19.48%IV6.08%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier13DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0742Delta0.0459Gamma802.20Leverage Ratio-0.0158Theta0.0022Rho59.52Eff Leverage0.0220Vega