1.15Open0.99Pre Close848 Volume1.56K Open Interest21.50Strike Price109.21KTurnover3012.56%IV0.25%PremiumDec 27, 2024Expiry Date1.20Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.7623Delta0.1979Gamma12.27Leverage Ratio-102.3998Theta0.0000Rho-9.35Eff Leverage0.0002Vega