0.11Open0.20Pre Close11 Volume598 Open Interest50.00Strike Price109.00Turnover58.65%IV14.85%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0329Delta0.0231Gamma1089.25Leverage Ratio-0.0183Theta0.0002Rho35.82Eff Leverage0.0040Vega