0.11Open0.17Pre Close10 Volume171 Open Interest29.50Strike Price101.00Turnover40.64%IV2.85%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.2535Delta0.3187Gamma191.53Leverage Ratio-0.0635Theta0.0005Rho48.56Eff Leverage0.0079Vega