0.05Open0.05Pre Close24 Volume43 Open Interest7.50Strike Price111.00Turnover477.98%IV944.44%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0781Delta0.1734Gamma36.00Leverage Ratio-0.0027Theta0.0000Rho2.81Eff Leverage0.0003Vega