0.02Open0.03Pre Close50 Volume545 Open Interest47.50Strike Price100.00Turnover61.65%IV13.25%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0219Delta0.0208Gamma2098.00Leverage Ratio-0.0145Theta0.0001Rho45.87Eff Leverage0.0021Vega