11.85Open11.30Pre Close113 Volume1.37K Open Interest81.00Strike Price112.62KTurnover86.06%IV0.25%PremiumDec 20, 2024Expiry Date8.85Intrinsic Value100Multiplier2DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type0.9462Delta0.0189Gamma9.96Leverage Ratio-0.1253Theta0.0043Rho9.42Eff Leverage0.0074Vega