0.05Open0.05Pre Close20 Volume460 Open Interest15.00Strike Price100.00Turnover19.90%IV6.59%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1389Delta0.3056Gamma282.40Leverage Ratio-0.0036Theta0.0013Rho39.21Eff Leverage0.0080Vega