112.50Open112.50Pre Close0 Volume21 Open Interest1110.00Strike Price0.00Turnover21.18%IV2.85%PremiumDec 20, 2024Expiry Date78.65Intrinsic Value100Multiplier15DDays to Expiry33.85Extrinsic Value100Contract SizeAmericanOptions Type0.9518Delta0.0020Gamma14.56Leverage Ratio-0.2915Theta0.4285Rho13.86Eff Leverage0.2404Vega