112.50Open112.50Pre Close0 Volume21 Open Interest1110.00Strike Price0.00Turnover22.26%IV3.15%PremiumDec 20, 2024Expiry Date75.16Intrinsic Value100Multiplier11DDays to Expiry37.34Extrinsic Value100Contract SizeAmericanOptions Type0.9561Delta0.0020Gamma15.28Leverage Ratio-0.3075Theta0.3350Rho14.61Eff Leverage0.1961Vega