0.05Open0.05Pre Close23 Volume121 Open Interest21.00Strike Price101.00Turnover192.10%IV3.29%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0576Delta0.2815Gamma2034.00Leverage Ratio-0.5651Theta0.0000Rho117.09Eff Leverage0.0002Vega