0.02Open0.05Pre Close97 Volume255 Open Interest362.50Strike Price99.00Turnover142.94%IV10.80%PremiumNov 1, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0037Delta0.0006Gamma20317.50Leverage Ratio-0.2482Theta0.0000Rho-74.78Eff Leverage0.0013Vega