0.05Open0.05Pre Close25 Volume574 Open Interest52.50Strike Price99.00Turnover26.71%IV13.55%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0273Delta0.0214Gamma1542.00Leverage Ratio-0.0045Theta0.0007Rho42.10Eff Leverage0.0069Vega