5.30Open5.55Pre Close188 Volume654 Open Interest197.50Strike Price99.96KTurnover37.60%IV0.54%PremiumOct 25, 2024Expiry Date4.45Intrinsic Value100Multiplier4DDays to Expiry1.10Extrinsic Value100Contract SizeAmericanOptions Type0.7312Delta0.0429Gamma34.67Leverage Ratio-0.3725Theta0.0145Rho25.35Eff Leverage0.0674Vega