37.15Open36.78Pre Close35 Volume1.03K Open Interest350.00Strike Price99.61KTurnover58.11%IV0.24%PremiumJan 17, 2025Expiry Date26.66Intrinsic Value100Multiplier2DDays to Expiry0.90Extrinsic Value100Contract SizeAmericanOptions Type0.9602Delta0.0054Gamma13.95Leverage Ratio-0.2781Theta0.0179Rho13.39Eff Leverage0.0237Vega