0.10Open0.08Pre Close17 Volume131 Open Interest55.00Strike Price99.00Turnover16.29%IV3.29%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier8DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0800Delta0.1091Gamma1136.40Leverage Ratio-0.0120Theta-0.0009Rho-90.95Eff Leverage0.0124Vega