0.07Open0.10Pre Close11 Volume148 Open Interest170.00Strike Price101.00Turnover36.09%IV6.53%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.0312Delta0.0102Gamma2597.07Leverage Ratio-0.0502Theta-0.0006Rho-81.14Eff Leverage0.0134Vega