0.05Open0.05Pre Close19 Volume1.56K Open Interest10.00Strike Price99.00Turnover66.82%IV28.85%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0874Delta0.1196Gamma156.00Leverage Ratio-0.0045Theta0.0004Rho13.63Eff Leverage0.0032Vega