30.92Open26.00Pre Close37 Volume352 Open Interest530.00Strike Price114.99KTurnover33.76%IV0.49%PremiumDec 20, 2024Expiry Date24.68Intrinsic Value100Multiplier9DDays to Expiry2.48Extrinsic Value100Contract SizeAmericanOptions Type-0.7988Delta0.0105Gamma18.54Leverage Ratio-0.3657Theta-0.0876Rho-14.81Eff Leverage0.2288Vega