0.02Open0.01Pre Close35 Volume778 Open Interest20.50Strike Price100.00Turnover101.72%IV11.27%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0329Delta0.0487Gamma1153.50Leverage Ratio-0.0198Theta0.0000Rho-38.00Eff Leverage0.0011Vega