0.10Open0.46Pre Close10 Volume55 Open Interest27.00Strike Price100.00Turnover64.80%IV15.30%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.1346Delta0.0423Gamma84.69Leverage Ratio-0.0239Theta-0.0026Rho-11.40Eff Leverage0.0171Vega