0.10Open0.31Pre Close10 Volume45 Open Interest28.50Strike Price100.00Turnover112.23%IV9.90%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0872Delta0.0658Gamma315.20Leverage Ratio-0.0893Theta-0.0001Rho-27.49Eff Leverage0.0034Vega