0.99Open1.60Pre Close1 Volume10 Open Interest46.00Strike Price99.00Turnover22.99%IV2.04%PremiumOct 18, 2024Expiry Date0.05Intrinsic Value100Multiplier19DDays to Expiry0.94Extrinsic Value100Contract SizeAmericanOptions Type0.5378Delta0.1639Gamma43.86Leverage Ratio-0.0286Theta0.0124Rho23.59Eff Leverage0.0419Vega