0.01Open0.03Pre Close40 Volume11.88K Open Interest2.50Strike Price114.00Turnover359.21%IV39.01%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1388Delta0.4661Gamma60.67Leverage Ratio-0.0239Theta0.0000Rho8.42Eff Leverage0.0003Vega