0.57Open0.60Pre Close2 Volume141 Open Interest10.00Strike Price114.00Turnover42.86%IV2.08%PremiumOct 18, 2024Expiry Date0.37Intrinsic Value100Multiplier24DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.6039Delta0.3661Gamma15.41Leverage Ratio-0.0078Theta-0.0036Rho-9.31Eff Leverage0.0096Vega