0.02Open0.02Pre Close30 Volume139 Open Interest48.50Strike Price114.00Turnover26.17%IV4.25%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0587Delta0.0853Gamma1446.08Leverage Ratio-0.0181Theta-0.0003Rho-84.95Eff Leverage0.0061Vega