3.36Open3.23Pre Close303 Volume1.85K Open Interest83.00Strike Price99.02KTurnover73.45%IV0.71%PremiumJan 10, 2025Expiry Date2.32Intrinsic Value100Multiplier1DDays to Expiry0.57Extrinsic Value100Contract SizeAmericanOptions Type-0.7580Delta0.0987Gamma29.28Leverage Ratio-0.4350Theta-0.0017Rho-22.20Eff Leverage0.0135Vega