0.01Open0.04Pre Close100 Volume11 Open Interest147.00Strike Price100.00Turnover46.46%IV10.14%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0046Delta0.0020Gamma16358.00Leverage Ratio-0.0090Theta0.0000Rho-75.62Eff Leverage0.0020Vega