0.07Open0.10Pre Close11 Volume148 Open Interest170.00Strike Price101.00Turnover35.13%IV6.62%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.0321Delta0.0108Gamma2140.82Leverage Ratio-0.0500Theta-0.0006Rho-68.68Eff Leverage0.0137Vega