0.05Open0.04Pre Close21 Volume1.61K Open Interest7.50Strike Price99.00Turnover186.49%IV122.75%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0687Delta0.0846Gamma84.63Leverage Ratio-0.0045Theta0.0001Rho5.81Eff Leverage0.0011Vega