0.49Open0.30Pre Close2 Volume24 Open Interest38.00Strike Price99.00Turnover31.96%IV5.60%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.3071Delta0.1330Gamma72.92Leverage Ratio-0.0262Theta0.0055Rho22.40Eff Leverage0.0290Vega