0.22Open0.25Pre Close4 Volume153 Open Interest18.00Strike Price101.00Turnover33.39%IV4.67%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier18DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.3004Delta0.2516Gamma67.71Leverage Ratio-0.0127Theta-0.0026Rho-20.34Eff Leverage0.0144Vega