0.02Open0.01Pre Close38 Volume13 Open Interest137.00Strike Price114.00Turnover76.07%IV8.32%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0129Delta0.0074Gamma6324.50Leverage Ratio-0.0847Theta0.0000Rho81.75Eff Leverage0.0020Vega