0.13Open0.15Pre Close9 Volume308 Open Interest29.00Strike Price101.00Turnover23.67%IV3.08%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.2069Delta0.3281Gamma282.40Leverage Ratio-0.0210Theta0.0010Rho58.42Eff Leverage0.0105Vega