0.03Open0.04Pre Close51 Volume1.51K Open Interest143.00Strike Price101.00Turnover80.34%IV26.69%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0048Delta0.0014Gamma7525.67Leverage Ratio-0.0110Theta0.0001Rho36.40Eff Leverage0.0018Vega