0.04Open0.02Pre Close25 Volume41 Open Interest38.00Strike Price112.00Turnover45.46%IV8.54%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0337Delta0.0489Gamma1751.50Leverage Ratio-0.0136Theta0.0001Rho58.98Eff Leverage0.0025Vega