0.03Open0.09Pre Close34 Volume718 Open Interest42.50Strike Price101.00Turnover18.97%IV1.75%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1133Delta0.3505Gamma1393.33Leverage Ratio-0.0258Theta0.0002Rho157.88Eff Leverage0.0055Vega