0.49Open1.20Pre Close2 Volume97 Open Interest76.00Strike Price98.00Turnover18.78%IV2.45%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry0.49Extrinsic Value100Contract SizeAmericanOptions Type0.2985Delta0.1519Gamma175.67Leverage Ratio-0.0442Theta0.0058Rho52.45Eff Leverage0.0422Vega