0.33Open2.15Pre Close3 Volume429 Open Interest390.00Strike Price99.00Turnover28.44%IV7.72%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier8DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type0.0506Delta0.0066Gamma1098.03Leverage Ratio-0.0923Theta0.0042Rho55.59Eff Leverage0.0579Vega