0.15Open0.15Pre Close4.01K Volume3.47K Open Interest5.00Strike Price114.04KTurnover4953.22%IV0.64%PremiumDec 27, 2024Expiry Date0.32Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.7450Delta0.6671Gamma12.48Leverage Ratio-48.9809Theta0.0000Rho-9.30Eff Leverage0.0000Vega