0.04Open0.03Pre Close30 Volume666 Open Interest29.50Strike Price99.00Turnover50.82%IV9.98%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0433Delta0.0636Gamma1074.00Leverage Ratio-0.0140Theta0.0001Rho46.46Eff Leverage0.0026Vega