0.05Open0.07Pre Close24 Volume139 Open Interest103.00Strike Price114.00Turnover38.40%IV5.08%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0350Delta0.0241Gamma2410.44Leverage Ratio-0.0396Theta-0.0002Rho-84.49Eff Leverage0.0065Vega