0.15Open0.33Pre Close12 Volume18 Open Interest28.00Strike Price112.00Turnover2.12%IV0.11%PremiumDec 20, 2024Expiry Date0.02Intrinsic Value100Multiplier5DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.7007Delta4.9639Gamma560.40Leverage Ratio-0.0049Theta0.0027Rho392.70Eff Leverage0.0110Vega