0.20Open0.20Pre Close2.48K Volume1.93K Open Interest3.50Strike Price101.05KTurnover153.06%IV1.55%PremiumNov 22, 2024Expiry Date0.37Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.7243Delta0.5257Gamma9.00Leverage Ratio-0.0259Theta0.0003Rho6.52Eff Leverage0.0014Vega