0.50Open0.70Pre Close2 Volume11 Open Interest17.00Strike Price100.00Turnover64.17%IV12.69%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.3267Delta0.1417Gamma31.06Leverage Ratio-0.0201Theta0.0030Rho10.15Eff Leverage0.0143Vega