78.55Open116.36Pre Close11 Volume145 Open Interest670.00Strike Price99.14KTurnover612.02%IV0.37%PremiumJul 12, 2024Expiry Date88.49Intrinsic Value100Multiplier-2DDays to Expiry2.81Extrinsic Value100Contract SizeAmericanOptions Type0.9776Delta0.0011Gamma8.53Leverage Ratio-30.6571Theta0.0007Rho8.34Eff Leverage0.0041Vega