0.08Open0.15Pre Close10 Volume145 Open Interest13.00Strike Price99.00Turnover42.08%IV2.87%PremiumSep 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.3171Delta0.5999Gamma106.08Leverage Ratio-0.0264Theta-0.0005Rho-33.64Eff Leverage0.0050Vega