0.08Open0.05Pre Close26 Volume369 Open Interest212.50Strike Price104.00Turnover46.38%IV6.52%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0081Delta0.0039Gamma13300.00Leverage Ratio-0.0150Theta0.0001Rho107.34Eff Leverage0.0027Vega