0.80Open0.69Pre Close1.02K Volume26 Open Interest45.00Strike Price101.50KTurnover49.90%IV0.59%PremiumJul 19, 2024Expiry Date0.89Intrinsic Value100Multiplier3DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.6752Delta0.1686Gamma33.37Leverage Ratio-0.1345Theta0.0026Rho22.53Eff Leverage0.0154Vega