0.33Open0.20Pre Close3 Volume702 Open Interest17.00Strike Price99.00Turnover88.94%IV1.76%PremiumDec 20, 2024Expiry Date0.03Intrinsic Value100Multiplier1DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.4890Delta0.4510Gamma75.69Leverage Ratio-0.1941Theta0.0003Rho37.01Eff Leverage0.0040Vega