0.09Open0.02Pre Close11 Volume600 Open Interest146.00Strike Price99.00Turnover54.92%IV6.94%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.0283Delta0.0140Gamma2732.20Leverage Ratio-0.0499Theta0.0001Rho77.43Eff Leverage0.0055Vega