0.08Open0.05Pre Close26 Volume369 Open Interest212.50Strike Price104.00Turnover47.86%IV6.49%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0079Delta0.0037Gamma13303.33Leverage Ratio-0.0150Theta0.0001Rho104.66Eff Leverage0.0026Vega