2.80Open2.00Pre Close336 Volume929 Open Interest75.00Strike Price99.85KTurnover48.60%IV1.93%PremiumJul 19, 2024Expiry Date2.31Intrinsic Value100Multiplier6DDays to Expiry1.49Extrinsic Value100Contract SizeAmericanOptions Type0.6952Delta0.0692Gamma22.74Leverage Ratio-0.1454Theta0.0091Rho15.81Eff Leverage0.0364Vega