0.24Open0.11Pre Close16 Volume280 Open Interest172.50Strike Price99.00Turnover163.63%IV11.77%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0368Delta0.0058Gamma930.95Leverage Ratio-0.7631Theta-0.0001Rho-34.23Eff Leverage0.0069Vega