0.02Open0.02Pre Close35 Volume237 Open Interest58.00Strike Price114.00Turnover85.87%IV10.47%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0292Delta0.0246Gamma1751.00Leverage Ratio-0.0300Theta0.0001Rho51.17Eff Leverage0.0021Vega