0.35Open0.05Pre Close13 Volume42 Open Interest58.00Strike Price111.00Turnover39.52%IV7.25%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0536Delta0.0486Gamma1082.50Leverage Ratio-0.0270Theta0.0003Rho57.99Eff Leverage0.0062Vega