0.15Open0.15Pre Close6 Volume11 Open Interest40.00Strike Price99.00Turnover27.33%IV5.21%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1788Delta0.1414Gamma218.06Leverage Ratio-0.0218Theta0.0021Rho38.99Eff Leverage0.0177Vega