0.10Open0.80Pre Close10 Volume38 Open Interest54.00Strike Price100.00Turnover36.36%IV3.92%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.1125Delta0.1058Gamma561.00Leverage Ratio-0.0560Theta-0.0005Rho-63.12Eff Leverage0.0095Vega