0.15Open0.05Pre Close6 Volume229 Open Interest38.00Strike Price102.00Turnover50.69%IV0.17%PremiumNov 22, 2024Expiry Date0.19Intrinsic Value100Multiplier0DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.5026Delta1.0632Gamma152.74Leverage Ratio-0.5568Theta0.0001Rho76.77Eff Leverage0.0030Vega