0.09Open0.39Pre Close11 Volume108 Open Interest237.50Strike Price99.00Turnover148.63%IV25.77%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.0120Delta0.0017Gamma2518.80Leverage Ratio-0.0747Theta0.0001Rho30.12Eff Leverage0.0039Vega