0.50Open0.50Pre Close2 Volume41 Open Interest107.00Strike Price100.00Turnover4.30%IV0.15%PremiumJul 19, 2024Expiry Date0.34Intrinsic Value100Multiplier5DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.7735Delta0.5284Gamma214.68Leverage Ratio-0.0278Theta0.0126Rho166.06Eff Leverage0.0394Vega