0.03Open0.02Pre Close35 Volume571 Open Interest9.00Strike Price100.00Turnover89.92%IV17.75%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0623Delta0.1592Gamma383.00Leverage Ratio-0.0094Theta0.0001Rho23.85Eff Leverage0.0011Vega