0.02Open0.01Pre Close35 Volume409 Open Interest11.50Strike Price112.00Turnover97.67%IV4.25%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.2031Delta0.5726Gamma201.27Leverage Ratio-0.0925Theta0.0000Rho40.88Eff Leverage0.0014Vega