0.37Open0.50Pre Close3 Volume473 Open Interest15.00Strike Price111.00Turnover44.25%IV7.41%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type-0.2997Delta0.1879Gamma42.13Leverage Ratio-0.0121Theta-0.0032Rho-12.63Eff Leverage0.0145Vega