0.12Open0.13Pre Close8 Volume42 Open Interest95.00Strike Price101.00Turnover6.62%IV0.27%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.4085Delta0.8431Gamma702.85Leverage Ratio-0.0570Theta0.0021Rho287.12Eff Leverage0.0270Vega