0.45Open0.50Pre Close2 Volume169 Open Interest44.50Strike Price98.00Turnover48.10%IV0.05%PremiumDec 13, 2024Expiry Date0.51Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.6980Delta0.3412Gamma59.45Leverage Ratio-0.2089Theta-0.0007Rho-41.49Eff Leverage0.0074Vega