4.40Open5.39Pre Close185 Volume354 Open Interest325.00Strike Price100.53KTurnover38.06%IV1.28%PremiumAug 2, 2024Expiry Date1.62Intrinsic Value100Multiplier4DDays to Expiry4.13Extrinsic Value100Contract SizeAmericanOptions Type-0.5325Delta0.0294Gamma53.45Leverage Ratio-0.6222Theta-0.0196Rho-28.46Eff Leverage0.1418Vega