0.05Open0.13Pre Close13 Volume946 Open Interest20.50Strike Price101.00Turnover55.76%IV1.92%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.2863Delta0.6164Gamma208.00Leverage Ratio-0.1149Theta-0.0001Rho-59.55Eff Leverage0.0034Vega