0.05Open0.10Pre Close16 Volume698 Open Interest45.00Strike Price101.00Turnover102.86%IV17.23%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.0328Delta0.0123Gamma678.38Leverage Ratio-0.0451Theta-0.0002Rho-22.25Eff Leverage0.0043Vega