0.52Open0.62Pre Close2 Volume168 Open Interest44.50Strike Price102.00Turnover20.83%IV0.48%PremiumDec 13, 2024Expiry Date0.29Intrinsic Value100Multiplier2DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type-0.6573Delta0.5436Gamma101.63Leverage Ratio-0.0676Theta-0.0014Rho-66.80Eff Leverage0.0120Vega