0.03Open0.05Pre Close42 Volume1.76K Open Interest170.00Strike Price112.00Turnover110.64%IV34.19%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0065Delta0.0012Gamma4223.50Leverage Ratio-0.0229Theta0.0001Rho27.54Eff Leverage0.0024Vega