0.20Open0.79Pre Close5 Volume67 Open Interest4.00Strike Price100.00Turnover89.36%IV3.31%PremiumJul 19, 2024Expiry Date0.07Intrinsic Value100Multiplier4DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.5446Delta0.9724Gamma19.65Leverage Ratio-0.0170Theta-0.0003Rho-10.70Eff Leverage0.0018Vega