0.37Open0.04Pre Close32 Volume114 Open Interest252.50Strike Price101.00Turnover88.13%IV10.12%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0053Delta0.0013Gamma14045.50Leverage Ratio-0.0931Theta0.0000Rho-73.89Eff Leverage0.0020Vega