0.45Open0.35Pre Close2 Volume359 Open Interest45.00Strike Price102.00Turnover20.04%IV1.00%PremiumDec 20, 2024Expiry Date0.12Intrinsic Value100Multiplier5DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.5598Delta0.3719Gamma90.24Leverage Ratio-0.0469Theta0.0034Rho50.52Eff Leverage0.0209Vega