0.15Open0.24Pre Close4.41K Volume1.76K Open Interest28.00Strike Price99.38KTurnover16.07%IV0.11%PremiumSep 20, 2024Expiry Date0.21Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.7432Delta1.1229Gamma122.65Leverage Ratio-0.0378Theta0.0008Rho91.15Eff Leverage0.0058Vega