0.01Open0.03Pre Close101 Volume33 Open Interest45.00Strike Price101.00Turnover63.83%IV13.88%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0088Delta0.0071Gamma5224.00Leverage Ratio-0.0076Theta0.0000Rho-45.87Eff Leverage0.0012Vega