35.85Open34.04Pre Close28 Volume474 Open Interest105.00Strike Price99.42KTurnover202.01%IV0.04%PremiumDec 27, 2024Expiry Date35.22Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.9849Delta0.0020Gamma3.97Leverage Ratio-0.1196Theta0.0048Rho3.91Eff Leverage0.0037Vega