0.35Open1.35Pre Close7 Volume24 Open Interest227.50Strike Price99.00Turnover60.89%IV0.85%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0929Delta0.1197Gamma3760.83Leverage Ratio-3.0339Theta0.0000Rho349.33Eff Leverage0.0038Vega