0.03Open0.02Pre Close18 Volume347 Open Interest24.00Strike Price101.00Turnover107.54%IV18.21%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0356Delta0.0231Gamma586.40Leverage Ratio-0.0272Theta-0.0001Rho-20.87Eff Leverage0.0025Vega