0.35Open0.61Pre Close3 Volume104 Open Interest21.00Strike Price112.00Turnover25.34%IV2.79%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.4427Delta0.3621Gamma59.34Leverage Ratio-0.0151Theta0.0038Rho26.27Eff Leverage0.0170Vega