0.05Open0.05Pre Close20 Volume82 Open Interest2.50Strike Price100.00Turnover312.06%IV105.65%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1693Delta0.3606Gamma24.80Leverage Ratio-0.0073Theta0.0001Rho4.20Eff Leverage0.0006Vega