0.01Open0.16Pre Close101 Volume12 Open Interest54.00Strike Price103.00Turnover54.41%IV13.18%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0198Delta0.0171Gamma2386.50Leverage Ratio-0.0126Theta0.0001Rho47.26Eff Leverage0.0025Vega