0.15Open0.09Pre Close7 Volume64 Open Interest57.50Strike Price101.00Turnover40.61%IV12.26%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.0598Delta0.0211Gamma435.93Leverage Ratio-0.0195Theta-0.0016Rho-26.05Eff Leverage0.0165Vega