0.10Open0.10Pre Close10 Volume114 Open Interest5.00Strike Price100.00Turnover696.43%IV3.66%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.4209Delta1.1539Gamma49.20Leverage Ratio-1.9023Theta0.0000Rho20.71Eff Leverage0.0002Vega