112.50Open112.50Pre Close0 Volume21 Open Interest1110.00Strike Price0.00Turnover21.54%IV2.85%PremiumDec 20, 2024Expiry Date78.65Intrinsic Value100Multiplier14DDays to Expiry33.85Extrinsic Value100Contract SizeAmericanOptions Type0.9506Delta0.0020Gamma14.56Leverage Ratio-0.2994Theta0.4194Rho13.84Eff Leverage0.2429Vega