0.01Open0.01Pre Close102 Volume490 Open Interest475.00Strike Price102.00Turnover129.93%IV5.78%PremiumNov 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0030Delta0.0008Gamma50413.10Leverage Ratio-0.4008Theta0.0000Rho-148.73Eff Leverage0.0008Vega