0.09Open0.09Pre Close11 Volume16 Open Interest210.00Strike Price99.00Turnover29.27%IV6.52%PremiumAug 23, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0253Delta0.0093Gamma3286.83Leverage Ratio-0.0355Theta0.0006Rho83.25Eff Leverage0.0128Vega