3.35Open2.67Pre Close359 Volume426 Open Interest18.00Strike Price100.83KTurnover4883.73%IV0.65%PremiumAug 2, 2024Expiry Date2.68Intrinsic Value100Multiplier-1DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.7834Delta0.1041Gamma5.11Leverage Ratio-80.2344Theta0.0000Rho-4.00Eff Leverage0.0002Vega