0.12Open0.15Pre Close9 Volume16 Open Interest28.00Strike Price101.00Turnover37.84%IV2.89%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.1977Delta0.3103Gamma287.30Leverage Ratio-0.0508Theta-0.0004Rho-56.79Eff Leverage0.0066Vega