0.05Open0.05Pre Close20 Volume64 Open Interest2.50Strike Price100.00Turnover48.78%IV0.41%PremiumJul 19, 2024Expiry Date0.04Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.7286Delta5.2468Gamma49.20Leverage Ratio-0.0100Theta0.0000Rho-35.85Eff Leverage0.0004Vega