0.05Open0.08Pre Close21 Volume654 Open Interest13.50Strike Price102.00Turnover102.94%IV18.24%PremiumOct 25, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0682Delta0.1084Gamma327.43Leverage Ratio-0.0185Theta0.0001Rho22.33Eff Leverage0.0016Vega