0.22Open0.42Pre Close4 Volume148 Open Interest145.00Strike Price99.00Turnover47.31%IV15.26%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.0548Delta0.0104Gamma525.04Leverage Ratio-0.0494Theta0.0021Rho28.76Eff Leverage0.0250Vega