0.49Open0.57Pre Close2 Volume229 Open Interest17.50Strike Price101.00Turnover51.37%IV0.88%PremiumDec 6, 2024Expiry Date0.37Intrinsic Value100Multiplier3DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.6672Delta0.4428Gamma32.02Leverage Ratio-0.0487Theta-0.0010Rho-21.36Eff Leverage0.0058Vega