0.01Open0.01Pre Close100 Volume477 Open Interest29.50Strike Price100.00Turnover41.85%IV7.58%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0441Delta0.0829Gamma1371.52Leverage Ratio-0.0126Theta0.0001Rho60.46Eff Leverage0.0025Vega