0.02Open0.03Pre Close50 Volume545 Open Interest47.50Strike Price100.00Turnover62.16%IV13.30%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0217Delta0.0205Gamma2097.00Leverage Ratio-0.0145Theta0.0001Rho45.54Eff Leverage0.0021Vega