0.55Open0.60Pre Close2.06K Volume8.07K Open Interest33.00Strike Price99.57KTurnover23.26%IV2.98%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.4417Delta0.2098Gamma54.30Leverage Ratio-0.0183Theta0.0085Rho23.99Eff Leverage0.0319Vega