0.10Open0.05Pre Close10 Volume141 Open Interest10.00Strike Price100.00Turnover44.62%IV4.88%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.2832Delta0.5778Gamma96.30Leverage Ratio-0.0153Theta0.0005Rho27.27Eff Leverage0.0044Vega