0.27Open0.55Pre Close3 Volume105 Open Interest30.00Strike Price111.00Turnover44.72%IV8.05%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type-0.2343Delta0.0888Gamma64.34Leverage Ratio-0.0244Theta-0.0042Rho-15.07Eff Leverage0.0237Vega