0.15Open0.22Pre Close7 Volume11 Open Interest1025.00Strike Price99.00Turnover36.60%IV8.86%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0052Delta0.0005Gamma18832.00Leverage Ratio-0.0450Theta0.0004Rho97.30Eff Leverage0.0126Vega