0.49Open0.57Pre Close2 Volume229 Open Interest17.50Strike Price101.00Turnover50.26%IV0.64%PremiumDec 6, 2024Expiry Date0.41Intrinsic Value100Multiplier3DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.6554Delta0.4583Gamma29.72Leverage Ratio-0.0486Theta-0.0009Rho-19.48Eff Leverage0.0059Vega