0.24Open0.11Pre Close16 Volume280 Open Interest172.50Strike Price99.00Turnover174.18%IV11.77%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0368Delta0.0058Gamma930.95Leverage Ratio-0.8648Theta-0.0001Rho-34.23Eff Leverage0.0064Vega