107.52Open107.52Pre Close0 Volume6 Open Interest300.00Strike Price0.00Turnover69.00%IV1.10%PremiumJul 19, 2024Expiry Date103.07Intrinsic Value100Multiplier15DDays to Expiry4.45Extrinsic Value100Contract SizeAmericanOptions Type0.9839Delta0.0007Gamma3.87Leverage Ratio-0.1118Theta0.1270Rho3.81Eff Leverage0.0338Vega