0.55Open0.65Pre Close2 Volume560 Open Interest4.00Strike Price109.00Turnover103.01%IV2.02%PremiumDec 20, 2024Expiry Date0.45Intrinsic Value100Multiplier4DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.8356Delta0.4768Gamma8.90Leverage Ratio-0.0142Theta0.0004Rho7.44Eff Leverage0.0012Vega