0.28Open0.36Pre Close3 Volume66 Open Interest26.00Strike Price102.00Turnover29.83%IV0.76%PremiumDec 6, 2024Expiry Date0.17Intrinsic Value100Multiplier2DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.6155Delta0.6043Gamma74.77Leverage Ratio-0.0585Theta0.0010Rho46.02Eff Leverage0.0081Vega