0.38Open0.35Pre Close3 Volume2 Open Interest60.00Strike Price114.00Turnover61.98%IV20.49%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type0.1378Delta0.0289Gamma100.22Leverage Ratio-0.0387Theta0.0039Rho13.81Eff Leverage0.0271Vega