0.10Open0.05Pre Close10 Volume387 Open Interest55.00Strike Price100.00Turnover57.03%IV12.70%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0643Delta0.0343Gamma488.90Leverage Ratio-0.0346Theta0.0005Rho31.46Eff Leverage0.0081Vega