0.35Open0.39Pre Close3 Volume115 Open Interest17.00Strike Price109.00Turnover11.91%IV0.54%PremiumDec 20, 2024Expiry Date0.30Intrinsic Value100Multiplier19DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.7298Delta0.8165Gamma47.71Leverage Ratio-0.0029Theta-0.0043Rho-34.82Eff Leverage0.0124Vega