0.06Open0.07Pre Close16 Volume41 Open Interest148.00Strike Price99.00Turnover24.79%IV4.52%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.0397Delta0.0213Gamma2383.46Leverage Ratio-0.0364Theta-0.0006Rho-94.56Eff Leverage0.0139Vega