0.01Open0.02Pre Close114 Volume106 Open Interest95.00Strike Price114.00Turnover98.97%IV18.08%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0036Delta0.0012Gamma11595.00Leverage Ratio-0.0098Theta0.0000Rho-42.23Eff Leverage0.0010Vega