0.10Open0.08Pre Close17 Volume131 Open Interest55.00Strike Price99.00Turnover16.62%IV3.29%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0801Delta0.1093Gamma1136.40Leverage Ratio-0.0125Theta-0.0009Rho-91.02Eff Leverage0.0122Vega