0.05Open0.05Pre Close47 Volume289 Open Interest312.50Strike Price99.00Turnover81.50%IV14.19%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0038Delta0.0005Gamma14566.40Leverage Ratio-0.0249Theta-0.0001Rho-55.02Eff Leverage0.0029Vega