0.20Open1.30Pre Close5 Volume3 Open Interest64.50Strike Price100.00Turnover52.11%IV0.40%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.4965Delta0.1838Gamma75.95Leverage Ratio-0.3535Theta-0.0013Rho-37.71Eff Leverage0.0166Vega