114.28Open274.88Pre Close17 Volume4 Open Interest20610.00Strike Price99.07KTurnover11.63%IV0.06%PremiumNov 27, 2024Expiry Date97.01Intrinsic Value100Multiplier0DDays to Expiry11.39Extrinsic Value100Contract SizeEuropeanOptions Type0.9988Delta0.0001Gamma209.16Leverage Ratio-3.2794Theta0.0534Rho208.90Eff Leverage0.0135Vega