0.01Open0.01Pre Close54 Volume501 Open Interest24.00Strike Price101.00Turnover58.97%IV13.85%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0210Delta0.0384Gamma2109.00Leverage Ratio-0.0065Theta0.0000Rho44.33Eff Leverage0.0011Vega