0.15Open0.33Pre Close12 Volume18 Open Interest28.00Strike Price112.00Turnover2.34%IV0.11%PremiumDec 20, 2024Expiry Date0.02Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.6847Delta4.8548Gamma560.40Leverage Ratio-0.0053Theta0.0024Rho383.70Eff Leverage0.0108Vega