0.02Open0.05Pre Close14 Volume342 Open Interest116.00Strike Price101.00Turnover50.78%IV1.65%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.0909Delta0.1251Gamma456.80Leverage Ratio-0.5651Theta0.0001Rho41.54Eff Leverage0.0042Vega