0.33Open0.20Pre Close3 Volume702 Open Interest17.00Strike Price99.00Turnover43.60%IV3.12%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type0.2967Delta0.8538Gamma224.07Leverage Ratio-0.0725Theta0.0002Rho66.47Eff Leverage0.0032Vega