0.17Open0.20Pre Close6 Volume103 Open Interest17.00Strike Price102.00Turnover28.03%IV1.23%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type-0.4486Delta0.7783Gamma97.37Leverage Ratio-0.0251Theta-0.0008Rho-43.68Eff Leverage0.0072Vega