0.02Open0.03Pre Close61 Volume452 Open Interest44.50Strike Price99.00Turnover149.36%IV2.32%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0693Delta0.2027Gamma2175.50Leverage Ratio-1.1343Theta0.0000Rho150.79Eff Leverage0.0006Vega