2.33Open2.00Pre Close571 Volume595 Open Interest100.00Strike Price99.47KTurnover98.81%IV1.99%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry1.23Extrinsic Value100Contract SizeAmericanOptions Type-0.4241Delta0.0828Gamma66.74Leverage Ratio-1.1476Theta-0.0010Rho-28.30Eff Leverage0.0187Vega