112.50Open112.50Pre Close0 Volume21 Open Interest1110.00Strike Price0.00Turnover21.60%IV2.85%PremiumDec 20, 2024Expiry Date78.65Intrinsic Value100Multiplier14DDays to Expiry33.85Extrinsic Value100Contract SizeAmericanOptions Type0.9504Delta0.0020Gamma14.56Leverage Ratio-0.3006Theta0.4182Rho13.83Eff Leverage0.2432Vega