0.37Open0.71Pre Close3 Volume39 Open Interest67.00Strike Price102.00Turnover43.18%IV0.57%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type0.4764Delta0.4568Gamma209.19Leverage Ratio-0.5403Theta0.0003Rho99.65Eff Leverage0.0080Vega