0.10Open0.05Pre Close10 Volume354 Open Interest4.00Strike Price100.00Turnover652.40%IV2.74%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.4717Delta1.5106Gamma40.10Leverage Ratio-1.4534Theta0.0000Rho-18.92Eff Leverage0.0002Vega