0.12Open0.13Pre Close8 Volume42 Open Interest95.00Strike Price101.00Turnover5.93%IV0.37%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.3084Delta0.9259Gamma1263.87Leverage Ratio-0.0481Theta0.0013Rho389.83Eff Leverage0.0225Vega