0.20Open0.03Pre Close8 Volume107 Open Interest340.00Strike Price99.00Turnover82.48%IV5.62%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0146Delta0.0039Gamma7203.60Leverage Ratio-0.4228Theta-0.0001Rho-105.30Eff Leverage0.0043Vega