16.29Open13.52Pre Close50 Volume530 Open Interest417.50Strike Price99.57KTurnover35.59%IV0.06%PremiumDec 6, 2024Expiry Date19.75Intrinsic Value100Multiplier2DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.9595Delta0.0073Gamma21.84Leverage Ratio-0.2212Theta0.0232Rho20.95Eff Leverage0.0290Vega