4.40Open5.39Pre Close185 Volume354 Open Interest325.00Strike Price100.53KTurnover38.03%IV1.32%PremiumAug 2, 2024Expiry Date1.48Intrinsic Value100Multiplier4DDays to Expiry4.27Extrinsic Value100Contract SizeAmericanOptions Type-0.5341Delta0.0294Gamma53.47Leverage Ratio-0.6210Theta-0.0197Rho-28.56Eff Leverage0.1418Vega