0.10Open0.25Pre Close4 Volume12 Open Interest22.50Strike Price98.00Turnover91.05%IV6.82%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type0.3047Delta0.1859Gamma61.20Leverage Ratio-0.1029Theta0.0006Rho18.65Eff Leverage0.0072Vega