0.16Open0.07Pre Close6 Volume81 Open Interest126.00Strike Price99.00Turnover39.61%IV3.53%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.0863Delta0.0467Gamma966.30Leverage Ratio-0.1269Theta-0.0005Rho-83.35Eff Leverage0.0134Vega