0.05Open0.14Pre Close22 Volume1.04K Open Interest20.00Strike Price111.00Turnover14.16%IV0.83%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.3666Delta1.2514Gamma265.13Leverage Ratio-0.0152Theta0.0008Rho97.20Eff Leverage0.0080Vega