0.01Open0.02Pre Close101 Volume987 Open Interest25.00Strike Price101.00Turnover40.46%IV5.95%PremiumJul 24, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0289Delta0.0742Gamma2657.00Leverage Ratio-0.0083Theta0.0000Rho-76.74Eff Leverage0.0014Vega