0.57Open0.75Pre Close2 Volume709 Open Interest28.00Strike Price114.00Turnover54.27%IV0.25%PremiumDec 13, 2024Expiry Date0.50Intrinsic Value100Multiplier0DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.8205Delta0.4921Gamma50.00Leverage Ratio-0.1477Theta-0.0003Rho-41.03Eff Leverage0.0026Vega