0.05Open0.07Pre Close20 Volume87 Open Interest19.50Strike Price100.00Turnover113.04%IV19.75%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0609Delta0.0675Gamma408.13Leverage Ratio-0.0273Theta0.0001Rho24.84Eff Leverage0.0019Vega