0.72Open1.95Pre Close1.42K Volume644 Open Interest72.00Strike Price114.59KTurnover84.73%IV3.40%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.68Extrinsic Value100Contract SizeAmericanOptions Type0.2683Delta0.1247Gamma165.39Leverage Ratio-0.6170Theta0.0004Rho44.38Eff Leverage0.0103Vega