0.06Open0.05Pre Close9 Volume776 Open Interest103.00Strike Price43.00Turnover70.16%IV0.90%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.1139Delta0.2663Gamma2553.00Leverage Ratio-1.8493Theta0.0000Rho290.83Eff Leverage0.0020Vega