0.05Open0.10Pre Close25 Volume453 Open Interest4.00Strike Price102.00Turnover179.68%IV53.61%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.1147Delta0.2390Gamma65.75Leverage Ratio-0.0072Theta0.0001Rho7.54Eff Leverage0.0009Vega