0.13Open0.25Pre Close5 Volume263 Open Interest530.00Strike Price101.00Turnover20.55%IV9.48%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier17DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.0249Delta0.0027Gamma2421.53Leverage Ratio-0.0362Theta0.0056Rho60.32Eff Leverage0.0613Vega