0.03Open0.03Pre Close44 Volume1.23K Open Interest27.50Strike Price99.00Turnover77.46%IV12.31%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0354Delta0.0535Gamma1224.75Leverage Ratio-0.0179Theta0.0000Rho43.30Eff Leverage0.0015Vega