4.00Open3.30Pre Close180 Volume423 Open Interest63.00Strike Price99.08KTurnover109.16%IV2.72%PremiumJul 26, 2024Expiry Date3.88Intrinsic Value100Multiplier4DDays to Expiry1.82Extrinsic Value100Contract SizeAmericanOptions Type0.6527Delta0.0461Gamma12.39Leverage Ratio-0.3468Theta0.0048Rho8.08Eff Leverage0.0271Vega