0.22Open0.42Pre Close4 Volume148 Open Interest145.00Strike Price99.00Turnover43.02%IV15.27%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.0548Delta0.0104Gamma525.00Leverage Ratio-0.0412Theta0.0026Rho28.76Eff Leverage0.0275Vega