0.49Open0.57Pre Close2 Volume229 Open Interest17.50Strike Price101.00Turnover49.15%IV0.90%PremiumDec 6, 2024Expiry Date0.37Intrinsic Value100Multiplier3DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type-0.6777Delta0.4580Gamma31.44Leverage Ratio-0.0459Theta-0.0010Rho-21.31Eff Leverage0.0057Vega