0.15Open0.20Pre Close6 Volume552 Open Interest21.00Strike Price98.00Turnover65.32%IV21.43%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.1362Delta0.0805Gamma99.71Leverage Ratio-0.0145Theta0.0012Rho13.58Eff Leverage0.0091Vega