0.20Open1.30Pre Close5 Volume3 Open Interest64.50Strike Price100.00Turnover51.99%IV0.09%PremiumAug 2, 2024Expiry Date0.14Intrinsic Value100Multiplier1DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.4781Delta0.1835Gamma67.75Leverage Ratio-0.3523Theta-0.0013Rho-32.39Eff Leverage0.0166Vega