0.38Open0.31Pre Close3 Volume449 Open Interest260.00Strike Price114.00Turnover55.35%IV12.64%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type-0.0271Delta0.0030Gamma1320.89Leverage Ratio-0.0968Theta-0.0013Rho-35.86Eff Leverage0.0239Vega