0.05Open0.11Pre Close17 Volume307 Open Interest72.00Strike Price102.00Turnover218.94%IV15.63%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0474Delta0.0188Gamma623.20Leverage Ratio-0.4559Theta0.0000Rho29.54Eff Leverage0.0024Vega