0.35Open0.25Pre Close4 Volume5 Open Interest15.00Strike Price101.00Turnover10.62%IV2.02%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier32DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.4371Delta0.8372Gamma99.00Leverage Ratio-0.0038Theta0.0056Rho43.27Eff Leverage0.0175Vega