0.03Open0.25Pre Close63 Volume7.65K Open Interest14.50Strike Price99.00Turnover122.56%IV17.88%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0279Delta0.0354Gamma882.25Leverage Ratio-0.0163Theta0.0000Rho-24.57Eff Leverage0.0009Vega