0.03Open0.06Pre Close39 Volume843 Open Interest91.00Strike Price111.00Turnover91.31%IV11.85%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0121Delta0.0054Gamma4128.00Leverage Ratio-0.0250Theta0.0000Rho-50.09Eff Leverage0.0020Vega