0.20Open0.10Pre Close5 Volume22 Open Interest147.00Strike Price100.00Turnover19.08%IV2.03%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.1955Delta0.1188Gamma824.40Leverage Ratio-0.1290Theta0.0020Rho161.15Eff Leverage0.0336Vega