0.05Open0.05Pre Close18 Volume108 Open Interest10.50Strike Price111.00Turnover160.12%IV9.39%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1691Delta0.2914Gamma128.59Leverage Ratio-0.0746Theta0.0000Rho21.75Eff Leverage0.0014Vega