0.45Open0.62Pre Close3 Volume41 Open Interest170.00Strike Price99.00Turnover29.82%IV4.70%PremiumAug 30, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type-0.0748Delta0.0240Gamma890.50Leverage Ratio-0.0850Theta-0.0015Rho-66.58Eff Leverage0.0279Vega