0.05Open0.05Pre Close21 Volume705 Open Interest5.00Strike Price101.00Turnover132.53%IV29.32%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0205Delta0.0396Gamma706.00Leverage Ratio-0.0042Theta0.0000Rho-14.45Eff Leverage0.0005Vega