0.06Open0.09Pre Close18 Volume182 Open Interest33.50Strike Price114.00Turnover31.65%IV4.94%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0902Delta0.1493Gamma710.44Leverage Ratio-0.0199Theta0.0003Rho64.12Eff Leverage0.0056Vega