0.31Open0.40Pre Close13 Volume15 Open Interest18.50Strike Price104.00Turnover24.00%IV0.16%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.3316Delta7.8597Gamma1852.00Leverage Ratio-0.2170Theta0.0000Rho-614.18Eff Leverage0.0007Vega