0.32Open0.35Pre Close4 Volume257 Open Interest26.00Strike Price99.00Turnover58.47%IV2.46%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.3319Delta0.3893Gamma127.85Leverage Ratio-0.1426Theta0.0003Rho42.44Eff Leverage0.0058Vega