0.05Open0.14Pre Close22 Volume95 Open Interest28.00Strike Price99.00Turnover67.83%IV9.14%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0759Delta0.0952Gamma514.00Leverage Ratio-0.0341Theta0.0001Rho39.03Eff Leverage0.0032Vega