0.05Open0.10Pre Close25 Volume429 Open Interest4.00Strike Price102.00Turnover183.32%IV53.61%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.1147Delta0.2389Gamma65.75Leverage Ratio-0.0075Theta0.0001Rho7.54Eff Leverage0.0009Vega