0.11Open0.11Pre Close11 Volume200 Open Interest55.00Strike Price121.00Turnover36.00%IV13.12%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.1004Delta0.0403Gamma243.60Leverage Ratio-0.0174Theta0.0029Rho24.45Eff Leverage0.0213Vega