0.04Open0.01Pre Close28 Volume439 Open Interest48.00Strike Price100.00Turnover111.41%IV16.31%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0122Delta0.0069Gamma2866.00Leverage Ratio-0.0195Theta0.0000Rho-34.99Eff Leverage0.0013Vega