0.10Open0.10Pre Close10 Volume4 Open Interest35.00Strike Price104.00Turnover49.80%IV22.14%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.0781Delta0.0391Gamma230.16Leverage Ratio-0.0111Theta0.0014Rho17.97Eff Leverage0.0109Vega