0.39Open0.38Pre Close3 Volume217 Open Interest95.00Strike Price99.00Turnover40.51%IV14.80%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.0963Delta0.0212Gamma237.43Leverage Ratio-0.0336Theta0.0044Rho22.86Eff Leverage0.0339Vega