0.11Open0.20Pre Close9 Volume137 Open Interest25.50Strike Price109.00Turnover56.85%IV3.57%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.2031Delta0.2733Gamma219.33Leverage Ratio-0.0855Theta-0.0003Rho-44.56Eff Leverage0.0051Vega