0.43Open0.18Pre Close1.11K Volume120 Open Interest114.00Strike Price103.69KTurnover30.88%IV0.85%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.43Extrinsic Value100Contract SizeAmericanOptions Type0.4035Delta0.1924Gamma197.34Leverage Ratio-0.4427Theta0.0015Rho79.63Eff Leverage0.0252Vega