0.07Open0.16Pre Close16 Volume46 Open Interest129.00Strike Price101.00Turnover47.59%IV9.77%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0300Delta0.0119Gamma1808.77Leverage Ratio-0.0417Theta0.0004Rho54.23Eff Leverage0.0081Vega