0.05Open0.04Pre Close39 Volume2.95K Open Interest7.00Strike Price99.00Turnover85.94%IV11.83%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.1374Delta0.3672Gamma157.38Leverage Ratio-0.0144Theta0.0001Rho21.62Eff Leverage0.0015Vega