0.50Open0.41Pre Close2 Volume55 Open Interest97.00Strike Price101.00Turnover45.12%IV4.98%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.51Extrinsic Value100Contract SizeAmericanOptions Type0.2094Delta0.0605Gamma168.87Leverage Ratio-0.1499Theta0.0024Rho35.37Eff Leverage0.0303Vega