1.01Open1.29Pre Close1 Volume74 Open Interest11.50Strike Price101.00Turnover62.57%IV0.89%PremiumOct 4, 2024Expiry Date0.90Intrinsic Value100Multiplier2DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.9286Delta0.2090Gamma13.41Leverage Ratio-0.0162Theta0.0007Rho12.45Eff Leverage0.0014Vega