0.54Open0.10Pre Close2 Volume222 Open Interest62.00Strike Price99.00Turnover131.86%IV10.98%PremiumNov 8, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type-0.1252Delta0.0298Gamma153.64Leverage Ratio-0.3160Theta-0.0005Rho-19.23Eff Leverage0.0108Vega