0.05Open0.25Pre Close20 Volume2 Open Interest72.00Strike Price100.00Turnover110.46%IV28.11%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0212Delta0.0077Gamma1124.80Leverage Ratio-0.0321Theta0.0001Rho23.83Eff Leverage0.0031Vega