0.05Open0.10Pre Close14 Volume1.12K Open Interest1.00Strike Price102.00Turnover145.93%IV5.77%PremiumSep 20, 2024Expiry Date0.04Intrinsic Value100Multiplier3DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.6448Delta2.7787Gamma13.87Leverage Ratio-0.0097Theta0.0000Rho8.94Eff Leverage0.0003Vega