0.35Open24.00Pre Close2 Volume9 Open Interest737.50Strike Price100.00Turnover42.92%IV7.79%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.65Extrinsic Value100Contract SizeAmericanOptions Type-0.0405Delta0.0023Gamma1278.50Leverage Ratio-0.3243Theta-0.0036Rho-51.77Eff Leverage0.0760Vega