0.05Open0.15Pre Close20 Volume890 Open Interest33.00Strike Price100.00Turnover45.96%IV6.37%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0909Delta0.0940Gamma469.20Leverage Ratio-0.0315Theta-0.0004Rho-42.64Eff Leverage0.0062Vega