0.09Open0.10Pre Close11 Volume26 Open Interest167.50Strike Price111.00Turnover48.57%IV8.05%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.0449Delta0.0138Gamma1241.04Leverage Ratio-0.0871Theta0.0006Rho55.76Eff Leverage0.0134Vega