0.95Open1.07Pre Close2.61K Volume1.26K Open Interest7.00Strike Price101.71KTurnover160.68%IV3.05%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.4278Delta0.7889Gamma45.93Leverage Ratio-0.1361Theta0.0001Rho19.65Eff Leverage0.0012Vega