0.04Open0.05Pre Close25 Volume2.90K Open Interest55.00Strike Price99.00Turnover97.50%IV8.34%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0504Delta0.0430Gamma1016.20Leverage Ratio-0.1380Theta0.0001Rho51.19Eff Leverage0.0026Vega