0.15Open0.15Pre Close7 Volume0 Open Interest31.50Strike Price102.00Turnover95.36%IV19.61%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0878Delta0.0492Gamma211.68Leverage Ratio-0.0411Theta0.0004Rho18.58Eff Leverage0.0054Vega