0.05Open0.10Pre Close25 Volume453 Open Interest4.00Strike Price102.00Turnover164.44%IV47.18%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.1174Delta0.2516Gamma68.63Leverage Ratio-0.0068Theta0.0001Rho8.05Eff Leverage0.0009Vega