0.03Open0.06Pre Close39 Volume843 Open Interest91.00Strike Price111.00Turnover96.60%IV11.85%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0140Delta0.0059Gamma3440.00Leverage Ratio-0.0300Theta0.0000Rho-48.04Eff Leverage0.0022Vega