0.57Open0.61Pre Close2 Volume25 Open Interest247.50Strike Price114.00Turnover49.12%IV4.75%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.57Extrinsic Value100Contract SizeAmericanOptions Type0.1297Delta0.0237Gamma415.49Leverage Ratio-0.4053Theta0.0018Rho53.88Eff Leverage0.0384Vega