0.01Open0.01Pre Close99 Volume101 Open Interest46.50Strike Price99.00Turnover119.16%IV14.73%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0166Delta0.0161Gamma2702.67Leverage Ratio-0.0150Theta0.0000Rho44.87Eff Leverage0.0009Vega