0.01Open0.03Pre Close102 Volume104 Open Interest51.00Strike Price102.00Turnover128.80%IV12.85%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.1784Delta0.0472Gamma89.50Leverage Ratio-0.2182Theta0.0007Rho15.96Eff Leverage0.0112Vega