112.50Open112.50Pre Close0 Volume21 Open Interest1110.00Strike Price0.00Turnover22.12%IV3.15%PremiumDec 20, 2024Expiry Date75.16Intrinsic Value100Multiplier11DDays to Expiry37.34Extrinsic Value100Contract SizeAmericanOptions Type0.9565Delta0.0020Gamma15.28Leverage Ratio-0.3045Theta0.3376Rho14.62Eff Leverage0.1954Vega