7.00Open6.25Pre Close126 Volume166 Open Interest162.50Strike Price102.29KTurnover48.90%IV-0.14%PremiumJul 26, 2024Expiry Date6.99Intrinsic Value100Multiplier4DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.7918Delta0.0314Gamma20.73Leverage Ratio-0.3201Theta0.0153Rho16.41Eff Leverage0.0535Vega