0.29Open0.10Pre Close4 Volume421 Open Interest67.50Strike Price102.00Turnover35.57%IV6.52%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1063Delta0.0611Gamma423.40Leverage Ratio-0.0422Theta0.0012Rho44.99Eff Leverage0.0155Vega