1.01Open0.96Pre Close1 Volume324 Open Interest35.00Strike Price101.00Turnover28.65%IV1.48%PremiumJan 17, 2025Expiry Date0.50Intrinsic Value100Multiplier21DDays to Expiry0.51Extrinsic Value100Contract SizeAmericanOptions Type-0.5412Delta0.1684Gamma30.00Leverage Ratio-0.0206Theta-0.0097Rho-16.24Eff Leverage0.0330Vega