0.50Open1.20Pre Close2 Volume12 Open Interest37.00Strike Price100.00Turnover35.40%IV4.75%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.3313Delta0.1528Gamma71.60Leverage Ratio-0.0357Theta0.0040Rho23.72Eff Leverage0.0243Vega