0.40Open0.20Pre Close6 Volume3 Open Interest567.50Strike Price101.00Turnover87.63%IV0.15%PremiumAug 30, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.3486Delta0.3847Gamma11333.60Leverage Ratio-133.0884Theta0.0000Rho3951.44Eff Leverage0.0041Vega