0.03Open0.05Pre Close42 Volume1.00K Open Interest395.00Strike Price114.00Turnover52.40%IV9.70%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0030Delta0.0006Gamma29161.33Leverage Ratio-0.0149Theta-0.0001Rho-87.39Eff Leverage0.0029Vega