0.34Open0.38Pre Close3 Volume428 Open Interest87.50Strike Price99.00Turnover27.00%IV8.52%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.1335Delta0.0402Gamma231.17Leverage Ratio-0.0274Theta0.0063Rho30.85Eff Leverage0.0427Vega