0.20Open0.13Pre Close6 Volume25 Open Interest21.00Strike Price99.00Turnover33.79%IV1.18%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.4123Delta0.7840Gamma140.67Leverage Ratio-0.0641Theta-0.0004Rho-58.00Eff Leverage0.0057Vega