5.70Open3.95Pre Close117 Volume1.50K Open Interest170.00Strike Price100.52KTurnover47.99%IV3.54%PremiumAug 16, 2024Expiry Date3.11Intrinsic Value100Multiplier20DDays to Expiry6.13Extrinsic Value100Contract SizeAmericanOptions Type0.5955Delta0.0196Gamma17.75Leverage Ratio-0.2007Theta0.0530Rho10.57Eff Leverage0.1598Vega