0.06Open0.05Pre Close32 Volume306 Open Interest47.00Strike Price112.00Turnover18.18%IV1.55%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.1642Delta0.3336Gamma733.85Leverage Ratio-0.0334Theta-0.0005Rho-120.49Eff Leverage0.0101Vega