0.05Open0.05Pre Close20 Volume48 Open Interest7.50Strike Price102.00Turnover94.94%IV3.49%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.3081Delta0.9665Gamma104.50Leverage Ratio-0.0700Theta0.0001Rho32.20Eff Leverage0.0013Vega