0.25Open0.40Pre Close4 Volume606 Open Interest37.00Strike Price98.00Turnover37.92%IV8.19%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type-0.1107Delta0.0694Gamma267.07Leverage Ratio-0.0213Theta-0.0014Rho-29.56Eff Leverage0.0135Vega