0.34Open0.55Pre Close3 Volume319 Open Interest27.50Strike Price114.00Turnover51.16%IV1.58%PremiumSep 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.4950Delta0.3694Gamma68.84Leverage Ratio-0.1136Theta-0.0008Rho-34.08Eff Leverage0.0084Vega