0.05Open0.05Pre Close20 Volume0 Open Interest69.00Strike Price100.00Turnover80.65%IV16.81%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0180Delta0.0059Gamma1657.70Leverage Ratio-0.0295Theta-0.0002Rho-29.78Eff Leverage0.0041Vega