0.01Open0.01Pre Close100 Volume219 Open Interest2.50Strike Price100.00Turnover312.27%IV87.31%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0563Delta0.2394Gamma134.00Leverage Ratio-0.0050Theta0.0000Rho7.55Eff Leverage0.0002Vega