0.15Open0.20Pre Close10 Volume283 Open Interest21.00Strike Price99.00Turnover58.64%IV4.39%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.1542Delta0.2594Gamma291.87Leverage Ratio-0.0557Theta-0.0002Rho-45.00Eff Leverage0.0037Vega