0.02Open0.03Pre Close50 Volume545 Open Interest47.50Strike Price100.00Turnover62.77%IV13.28%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0216Delta0.0202Gamma2097.50Leverage Ratio-0.0145Theta0.0001Rho45.22Eff Leverage0.0021Vega