0.05Open0.05Pre Close25 Volume130 Open Interest8.00Strike Price99.00Turnover175.44%IV28.39%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1012Delta0.1584Gamma125.40Leverage Ratio-0.0244Theta0.0001Rho12.70Eff Leverage0.0011Vega