0.15Open0.10Pre Close3.32K Volume461 Open Interest8.00Strike Price101.52KTurnover132.45%IV3.38%PremiumNov 29, 2024Expiry Date0.37Intrinsic Value100Multiplier4DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type0.6356Delta0.3258Gamma12.40Leverage Ratio-0.0582Theta0.0005Rho7.88Eff Leverage0.0033Vega