0.26Open0.25Pre Close4 Volume40 Open Interest34.00Strike Price102.00Turnover19.37%IV3.38%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.2547Delta0.2015Gamma139.72Leverage Ratio-0.0117Theta-0.0045Rho-35.59Eff Leverage0.0264Vega