0.05Open0.05Pre Close20 Volume0 Open Interest79.00Strike Price100.00Turnover144.33%IV40.56%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0169Delta0.0048Gamma1124.80Leverage Ratio-0.0335Theta0.0001Rho18.96Eff Leverage0.0025Vega