0.10Open0.10Pre Close10 Volume10 Open Interest47.50Strike Price100.00Turnover59.57%IV27.79%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0571Delta0.0212Gamma298.00Leverage Ratio-0.0143Theta0.0012Rho17.02Eff Leverage0.0104Vega