5.50Open5.60Pre Close145 Volume1.16K Open Interest155.00Strike Price99.60KTurnover127.63%IV0.51%PremiumJul 26, 2024Expiry Date7.63Intrinsic Value100Multiplier1DDays to Expiry0.75Extrinsic Value100Contract SizeAmericanOptions Type-0.7509Delta0.0305Gamma16.19Leverage Ratio-1.4549Theta-0.0034Rho-12.16Eff Leverage0.0259Vega