5.70Open3.95Pre Close117 Volume1.50K Open Interest170.00Strike Price100.52KTurnover47.27%IV3.54%PremiumAug 16, 2024Expiry Date3.11Intrinsic Value100Multiplier21DDays to Expiry6.13Extrinsic Value100Contract SizeAmericanOptions Type0.5958Delta0.0196Gamma17.75Leverage Ratio-0.1952Theta0.0545Rho10.58Eff Leverage0.1621Vega