0.55Open0.65Pre Close2 Volume498 Open Interest77.50Strike Price114.00Turnover22.58%IV5.13%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier26DDays to Expiry0.59Extrinsic Value100Contract SizeAmericanOptions Type-0.2065Delta0.0581Gamma137.41Leverage Ratio-0.0249Theta-0.0110Rho-28.38Eff Leverage0.0622Vega