0.68Open0.57Pre Close1.10K Volume1.91K Open Interest99.00Strike Price112.25KTurnover26.27%IV0.71%PremiumNov 22, 2024Expiry Date0.65Intrinsic Value100Multiplier2DDays to Expiry0.70Extrinsic Value100Contract SizeAmericanOptions Type-0.6071Delta0.1756Gamma80.29Leverage Ratio-0.1700Theta-0.0040Rho-48.74Eff Leverage0.0322Vega