0.12Open0.10Pre Close11 Volume403 Open Interest37.50Strike Price112.00Turnover46.90%IV20.82%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0656Delta0.0350Gamma311.20Leverage Ratio-0.0103Theta0.0012Rho20.41Eff Leverage0.0099Vega