0.99Open1.15Pre Close1 Volume472 Open Interest50.00Strike Price99.00Turnover61.29%IV13.51%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.99Extrinsic Value100Contract SizeAmericanOptions Type0.2678Delta0.0487Gamma43.82Leverage Ratio-0.0522Theta0.0066Rho11.74Eff Leverage0.0363Vega