0.03Open0.02Pre Close61 Volume855 Open Interest67.00Strike Price99.00Turnover54.18%IV5.69%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0171Delta0.0258Gamma6340.00Leverage Ratio-0.0381Theta0.0000Rho108.29Eff Leverage0.0013Vega