0.25Open0.32Pre Close4 Volume201 Open Interest7.00Strike Price100.00Turnover61.66%IV9.88%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.2821Delta0.2863Gamma29.96Leverage Ratio-0.0082Theta-0.0014Rho-8.45Eff Leverage0.0065Vega