0.07Open0.06Pre Close13 Volume231 Open Interest35.00Strike Price99.00Turnover31.19%IV4.50%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.1279Delta0.1752Gamma447.60Leverage Ratio-0.0261Theta0.0005Rho57.24Eff Leverage0.0080Vega