0.04Open0.02Pre Close27 Volume681 Open Interest9.00Strike Price112.00Turnover130.67%IV6.84%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.2163Delta0.4657Gamma112.95Leverage Ratio-0.0733Theta0.0001Rho24.43Eff Leverage0.0014Vega