0.05Open0.20Pre Close20 Volume248 Open Interest7.00Strike Price100.00Turnover85.91%IV11.46%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.1203Delta0.2484Gamma157.00Leverage Ratio-0.0151Theta-0.0001Rho-18.89Eff Leverage0.0019Vega