0.57Open0.75Pre Close2 Volume709 Open Interest28.00Strike Price114.00Turnover72.83%IV0.25%PremiumDec 13, 2024Expiry Date0.50Intrinsic Value100Multiplier0DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.7902Delta0.4768Gamma48.25Leverage Ratio-0.2613Theta-0.0002Rho-38.12Eff Leverage0.0024Vega