0.07Open0.05Pre Close17 Volume386 Open Interest130.00Strike Price101.00Turnover52.51%IV13.07%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0143Delta0.0037Gamma2989.60Leverage Ratio-0.0261Theta-0.0003Rho-42.62Eff Leverage0.0067Vega