0.10Open0.10Pre Close10 Volume153 Open Interest63.00Strike Price100.00Turnover35.67%IV14.37%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier17DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0560Delta0.0261Gamma551.70Leverage Ratio-0.0140Theta0.0014Rho30.89Eff Leverage0.0137Vega