0.03Open0.11Pre Close46 Volume2.24K Open Interest45.00Strike Price99.00Turnover1002.53%IV1.73%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0507Delta0.2222Gamma4578.00Leverage Ratio-61.2216Theta0.0000Rho-232.11Eff Leverage0.0000Vega