0.50Open1.05Pre Close2 Volume133 Open Interest280.00Strike Price100.00Turnover16.30%IV4.62%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier17DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.1313Delta0.0221Gamma428.98Leverage Ratio-0.0623Theta0.0168Rho56.35Eff Leverage0.1256Vega