0.19Open0.23Pre Close4 Volume729 Open Interest167.50Strike Price101.00Turnover49.48%IV7.24%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.0750Delta0.0195Gamma665.66Leverage Ratio-0.1424Theta0.0010Rho49.94Eff Leverage0.0208Vega