1.11Open0.84Pre Close1 Volume188 Open Interest32.00Strike Price111.00Turnover40.81%IV0.50%PremiumDec 6, 2024Expiry Date0.95Intrinsic Value100Multiplier1DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type0.9085Delta0.2279Gamma33.62Leverage Ratio-0.0348Theta0.0008Rho30.54Eff Leverage0.0029Vega