11.97Open9.60Pre Close94 Volume374 Open Interest330.00Strike Price99.82KTurnover27.20%IV0.76%PremiumDec 20, 2024Expiry Date7.60Intrinsic Value100Multiplier6DDays to Expiry2.58Extrinsic Value100Contract SizeAmericanOptions Type0.7540Delta0.0266Gamma35.17Leverage Ratio-0.3443Theta0.0408Rho26.51Eff Leverage0.1372Vega