0.09Open0.10Pre Close11 Volume26 Open Interest167.50Strike Price111.00Turnover43.58%IV7.01%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.0480Delta0.0156Gamma1253.10Leverage Ratio-0.0829Theta0.0006Rho60.10Eff Leverage0.0146Vega