0.20Open0.47Pre Close4 Volume225 Open Interest350.00Strike Price114.00Turnover31.27%IV7.03%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier8DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type-0.0602Delta0.0066Gamma791.92Leverage Ratio-0.1185Theta-0.0049Rho-47.66Eff Leverage0.0686Vega