0.42Open0.46Pre Close2 Volume253 Open Interest22.00Strike Price99.00Turnover50.85%IV3.25%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.57Extrinsic Value100Contract SizeAmericanOptions Type-0.4393Delta0.2975Gamma49.22Leverage Ratio-0.0533Theta-0.0013Rho-21.62Eff Leverage0.0103Vega