0.02Open0.03Pre Close50 Volume63 Open Interest15.00Strike Price100.00Turnover371.08%IV96.08%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0835Delta0.0477Gamma72.95Leverage Ratio-0.0489Theta0.0001Rho6.09Eff Leverage0.0013Vega