0.16Open0.28Pre Close4 Volume40 Open Interest155.00Strike Price111.00Turnover43.63%IV21.67%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0311Delta0.0055Gamma850.13Leverage Ratio-0.0227Theta0.0020Rho26.43Eff Leverage0.0206Vega