0.57Open0.76Pre Close2 Volume78 Open Interest31.00Strike Price114.00Turnover35.14%IV-0.18%PremiumDec 6, 2024Expiry Date0.63Intrinsic Value100Multiplier1DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.8539Delta0.3985Gamma45.68Leverage Ratio-0.0400Theta-0.0007Rho-39.00Eff Leverage0.0038Vega