0.12Open0.13Pre Close8 Volume42 Open Interest95.00Strike Price101.00Turnover5.78%IV0.37%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.3089Delta0.9285Gamma1263.87Leverage Ratio-0.0457Theta0.0014Rho390.44Eff Leverage0.0230Vega