0.05Open0.11Pre Close17 Volume307 Open Interest72.00Strike Price102.00Turnover184.85%IV15.63%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0474Delta0.0188Gamma623.20Leverage Ratio-0.3251Theta0.0001Rho29.55Eff Leverage0.0028Vega