0.52Open0.62Pre Close2 Volume168 Open Interest44.50Strike Price102.00Turnover21.31%IV0.26%PremiumDec 13, 2024Expiry Date0.39Intrinsic Value100Multiplier2DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.6989Delta0.4952Gamma87.36Leverage Ratio-0.0619Theta-0.0015Rho-61.06Eff Leverage0.0116Vega