0.15Open0.18Pre Close8 Volume318 Open Interest49.70Strike Price100.00Turnover22.23%IV5.07%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0981Delta0.0816Gamma522.50Leverage Ratio-0.0143Theta-0.0015Rho-51.27Eff Leverage0.0165Vega