0.02Open0.04Pre Close52 Volume71 Open Interest88.00Strike Price102.00Turnover102.36%IV24.38%PremiumSep 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0054Delta0.0026Gamma7076.00Leverage Ratio-0.0095Theta0.0000Rho38.29Eff Leverage0.0009Vega