0.76Open2.28Pre Close3 Volume86 Open Interest657.50Strike Price101.00Turnover251.10%IV3.83%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0228Delta0.0046Gamma6333.60Leverage Ratio-14.6710Theta0.0000Rho144.66Eff Leverage0.0025Vega