0.05Open0.95Pre Close20 Volume92 Open Interest445.00Strike Price100.00Turnover61.80%IV15.67%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0045Delta0.0004Gamma10552.80Leverage Ratio-0.0374Theta-0.0002Rho-47.24Eff Leverage0.0074Vega