0.05Open0.02Pre Close20 Volume42 Open Interest250.00Strike Price100.00Turnover66.50%IV36.30%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0071Delta0.0009Gamma3669.20Leverage Ratio-0.0161Theta0.0004Rho25.93Eff Leverage0.0066Vega