0.05Open0.15Pre Close7 Volume255 Open Interest12.00Strike Price101.00Turnover120.35%IV62.67%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier30DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1147Delta0.0754Gamma59.76Leverage Ratio-0.0083Theta0.0006Rho6.85Eff Leverage0.0041Vega