0.16Open0.14Pre Close8 Volume94 Open Interest115.00Strike Price99.00Turnover27.84%IV2.73%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.1145Delta0.0727Gamma787.33Leverage Ratio-0.0981Theta-0.0008Rho-90.16Eff Leverage0.0185Vega