5.59Open5.17Pre Close231 Volume286 Open Interest79.00Strike Price114.75KTurnover84.28%IV1.68%PremiumDec 20, 2024Expiry Date3.25Intrinsic Value100Multiplier3DDays to Expiry1.27Extrinsic Value100Contract SizeAmericanOptions Type-0.6783Delta0.0574Gamma16.93Leverage Ratio-0.3322Theta-0.0049Rho-11.48Eff Leverage0.0266Vega