0.05Open0.08Pre Close20 Volume22 Open Interest130.00Strike Price100.00Turnover32.54%IV19.75%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0163Delta0.0046Gamma2172.00Leverage Ratio-0.0078Theta0.0011Rho35.36Eff Leverage0.0110Vega