0.49Open0.67Pre Close2 Volume206 Open Interest31.00Strike Price98.00Turnover14.16%IV0.13%PremiumDec 6, 2024Expiry Date0.45Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.8900Delta0.4955Gamma65.52Leverage Ratio-0.0159Theta0.0020Rho58.32Eff Leverage0.0050Vega