0.32Open0.24Pre Close3 Volume317 Open Interest6.00Strike Price102.00Turnover81.09%IV0.79%PremiumDec 6, 2024Expiry Date0.31Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.7900Delta0.8051Gamma14.24Leverage Ratio-0.0233Theta-0.0003Rho-11.25Eff Leverage0.0013Vega