0.27Open0.55Pre Close3 Volume105 Open Interest30.00Strike Price111.00Turnover47.30%IV8.05%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type-0.2346Delta0.0890Gamma64.34Leverage Ratio-0.0275Theta-0.0038Rho-15.09Eff Leverage0.0224Vega