0.99Open1.32Pre Close1 Volume11 Open Interest52.00Strike Price99.00Turnover37.34%IV0.41%PremiumOct 11, 2024Expiry Date0.78Intrinsic Value100Multiplier4DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type-0.6132Delta0.1870Gamma58.54Leverage Ratio-0.0954Theta-0.0034Rho-35.89Eff Leverage0.0211Vega