0.04Open0.60Pre Close24 Volume870 Open Interest105.00Strike Price114.00Turnover31.60%IV2.84%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0333Delta0.0483Gamma5106.00Leverage Ratio-0.0650Theta0.0001Rho170.08Eff Leverage0.0036Vega