0.57Open0.70Pre Close2 Volume25 Open Interest15.00Strike Price114.00Turnover40.50%IV4.64%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.57Extrinsic Value100Contract SizeAmericanOptions Type0.4980Delta0.2706Gamma27.05Leverage Ratio-0.0144Theta0.0041Rho13.47Eff Leverage0.0145Vega