5.00Open6.10Pre Close205 Volume369 Open Interest111.00Strike Price111.42KTurnover27.11%IV0.39%PremiumDec 6, 2024Expiry Date5.45Intrinsic Value100Multiplier2DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.9834Delta0.0156Gamma21.17Leverage Ratio-0.0270Theta0.0077Rho20.82Eff Leverage0.0041Vega