0.01Open0.03Pre Close20 Volume65 Open Interest3.50Strike Price114.00Turnover250.59%IV24.36%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.1461Delta0.1949Gamma44.95Leverage Ratio-0.0335Theta-0.0001Rho-6.57Eff Leverage0.0011Vega