0.05Open0.06Pre Close20 Volume42 Open Interest2.50Strike Price100.00Turnover197.53%IV15.52%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.1717Delta0.5082Gamma58.00Leverage Ratio-0.0231Theta0.0000Rho-9.96Eff Leverage0.0006Vega