0.01Open0.01Pre Close100 Volume477 Open Interest29.50Strike Price100.00Turnover40.67%IV7.25%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0447Delta0.0851Gamma1375.75Leverage Ratio-0.0124Theta0.0001Rho61.46Eff Leverage0.0026Vega