0.15Open0.15Pre Close6 Volume11 Open Interest40.00Strike Price99.00Turnover25.00%IV5.21%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier13DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1793Delta0.1421Gamma218.06Leverage Ratio-0.0185Theta0.0025Rho39.10Eff Leverage0.0193Vega