0.05Open0.10Pre Close23 Volume88 Open Interest135.00Strike Price114.00Turnover171.93%IV77.02%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0091Delta0.0014Gamma1525.80Leverage Ratio-0.0267Theta0.0001Rho13.88Eff Leverage0.0025Vega