0.15Open0.89Pre Close7 Volume232 Open Interest23.00Strike Price101.00Turnover80.49%IV13.04%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.0944Delta0.0598Gamma202.31Leverage Ratio-0.0354Theta-0.0004Rho-19.09Eff Leverage0.0059Vega