0.22Open0.42Pre Close4 Volume148 Open Interest145.00Strike Price99.00Turnover45.05%IV15.26%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier13DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.0548Delta0.0104Gamma525.04Leverage Ratio-0.0451Theta0.0023Rho28.78Eff Leverage0.0262Vega