0.10Open0.05Pre Close14 Volume103 Open Interest187.50Strike Price101.00Turnover60.57%IV11.10%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0244Delta0.0045Gamma1757.17Leverage Ratio-0.0792Theta-0.0005Rho-42.79Eff Leverage0.0121Vega