0.49Open0.57Pre Close2 Volume229 Open Interest17.50Strike Price101.00Turnover50.30%IV0.76%PremiumDec 6, 2024Expiry Date0.39Intrinsic Value100Multiplier3DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.6622Delta0.4551Gamma30.83Leverage Ratio-0.0482Theta-0.0009Rho-20.41Eff Leverage0.0058Vega