0.99Open1.35Pre Close1 Volume0 Open Interest13.00Strike Price99.00Turnover118.27%IV15.12%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.99Extrinsic Value100Contract SizeAmericanOptions Type-0.3305Delta0.0836Gamma12.58Leverage Ratio-0.0317Theta-0.0036Rho-4.16Eff Leverage0.0133Vega