111.70Open111.70Pre Close0 Volume1 Open Interest950.00Strike Price0.00Turnover56.22%IV2.18%PremiumDec 6, 2024Expiry Date89.00Intrinsic Value100Multiplier2DDays to Expiry22.70Extrinsic Value100Contract SizeAmericanOptions Type0.9748Delta0.0012Gamma11.58Leverage Ratio-0.5081Theta0.0631Rho11.28Eff Leverage0.0506Vega