0.20Open0.25Pre Close8 Volume8.48K Open Interest4.00Strike Price99.00Turnover68.03%IV7.60%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.2950Delta0.6844Gamma33.68Leverage Ratio-0.0078Theta-0.0004Rho-9.93Eff Leverage0.0026Vega