0.49Open0.57Pre Close2 Volume229 Open Interest17.50Strike Price101.00Turnover51.12%IV1.19%PremiumDec 6, 2024Expiry Date0.32Intrinsic Value100Multiplier3DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type-0.6539Delta0.4489Gamma33.70Leverage Ratio-0.0492Theta-0.0009Rho-22.03Eff Leverage0.0059Vega