16.29Open13.52Pre Close50 Volume530 Open Interest417.50Strike Price99.57KTurnover33.11%IV0.03%PremiumDec 6, 2024Expiry Date19.86Intrinsic Value100Multiplier2DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.9689Delta0.0064Gamma21.62Leverage Ratio-0.1707Theta0.0234Rho20.95Eff Leverage0.0234Vega