0.15Open0.28Pre Close6 Volume236 Open Interest40.00Strike Price99.00Turnover29.10%IV8.33%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type-0.1059Delta0.0599Gamma271.63Leverage Ratio-0.0126Theta-0.0025Rho-28.78Eff Leverage0.0192Vega