0.58Open0.57Pre Close1.55K Volume12.52K Open Interest4.00Strike Price114.37KTurnover187.19%IV0.66%PremiumNov 15, 2024Expiry Date0.56Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.8881Delta0.3691Gamma7.73Leverage Ratio-0.0290Theta0.0001Rho6.86Eff Leverage0.0005Vega