0.33Open0.41Pre Close3 Volume79 Open Interest19.50Strike Price111.00Turnover24.25%IV0.20%PremiumDec 27, 2024Expiry Date0.43Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.7922Delta0.5616Gamma40.26Leverage Ratio-0.0202Theta0.0017Rho31.90Eff Leverage0.0060Vega