0.22Open0.42Pre Close4 Volume148 Open Interest145.00Strike Price99.00Turnover43.14%IV15.34%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.0548Delta0.0104Gamma524.67Leverage Ratio-0.0416Theta0.0026Rho28.77Eff Leverage0.0274Vega