0.03Open0.02Pre Close70 Volume791 Open Interest10.50Strike Price111.00Turnover118.80%IV18.24%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0264Delta0.0426Gamma855.33Leverage Ratio-0.0107Theta0.0000Rho-22.57Eff Leverage0.0007Vega