0.01Open0.01Pre Close101 Volume40 Open Interest45.50Strike Price101.00Turnover111.37%IV13.01%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0133Delta0.0156Gamma4027.00Leverage Ratio-0.0387Theta0.0000Rho53.54Eff Leverage0.0007Vega