0.03Open0.02Pre Close38 Volume44 Open Interest100.00Strike Price103.00Turnover82.85%IV26.18%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0083Delta0.0030Gamma3963.50Leverage Ratio-0.0133Theta0.0001Rho32.71Eff Leverage0.0020Vega