0.52Open0.55Pre Close1.68K Volume6.21K Open Interest11.50Strike Price111.60KTurnover68.63%IV1.18%PremiumDec 6, 2024Expiry Date0.37Intrinsic Value100Multiplier2DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.7568Delta0.5155Gamma24.73Leverage Ratio-0.0515Theta0.0005Rho18.71Eff Leverage0.0028Vega