0.80Open0.69Pre Close1.02K Volume26 Open Interest45.00Strike Price101.50KTurnover50.58%IV0.59%PremiumJul 19, 2024Expiry Date0.89Intrinsic Value100Multiplier3DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.6750Delta0.1686Gamma33.37Leverage Ratio-0.1383Theta0.0025Rho22.53Eff Leverage0.0152Vega