0.51Open0.60Pre Close3 Volume49 Open Interest40.00Strike Price111.00Turnover16.49%IV4.32%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier32DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.2669Delta0.1739Gamma128.77Leverage Ratio-0.0109Theta0.0088Rho34.37Eff Leverage0.0377Vega