0.10Open0.24Pre Close10 Volume136 Open Interest80.00Strike Price100.00Turnover20.08%IV9.20%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0610Delta0.0311Gamma733.50Leverage Ratio-0.0097Theta0.0030Rho44.71Eff Leverage0.0233Vega