0.11Open0.10Pre Close11 Volume14 Open Interest33.50Strike Price114.00Turnover35.40%IV4.49%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.1152Delta0.1480Gamma466.53Leverage Ratio-0.0297Theta-0.0004Rho-53.75Eff Leverage0.0072Vega