0.55Open0.45Pre Close2 Volume53 Open Interest257.50Strike Price102.00Turnover25.34%IV2.12%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.47Extrinsic Value100Contract SizeAmericanOptions Type-0.1633Delta0.0458Gamma558.74Leverage Ratio-0.2702Theta-0.0027Rho-91.25Eff Leverage0.0524Vega