0.03Open0.05Pre Close35 Volume202 Open Interest6.00Strike Price111.00Turnover119.16%IV34.00%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0820Delta0.1748Gamma150.00Leverage Ratio-0.0067Theta0.0001Rho12.30Eff Leverage0.0011Vega