0.10Open0.17Pre Close9 Volume484 Open Interest31.00Strike Price99.00Turnover38.64%IV8.15%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.1383Delta0.1206Gamma230.72Leverage Ratio-0.0208Theta0.0010Rho31.90Eff Leverage0.0104Vega