0.06Open0.03Pre Close19 Volume545 Open Interest26.50Strike Price103.00Turnover30.13%IV3.07%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1385Delta0.3420Gamma644.00Leverage Ratio-0.0272Theta0.0002Rho89.22Eff Leverage0.0047Vega