0.05Open0.05Pre Close20 Volume513 Open Interest6.00Strike Price100.00Turnover91.36%IV5.25%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.2191Delta0.7641Gamma125.60Leverage Ratio-0.0361Theta-0.0001Rho-27.52Eff Leverage0.0012Vega