0.05Open0.05Pre Close20 Volume441 Open Interest5.00Strike Price100.00Turnover313.80%IV69.46%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1098Delta0.1720Gamma59.60Leverage Ratio-0.0194Theta0.0000Rho6.54Eff Leverage0.0007Vega