0.60Open0.60Pre Close2 Volume879 Open Interest6.00Strike Price114.00Turnover57.51%IV2.93%PremiumOct 18, 2024Expiry Date0.38Intrinsic Value100Multiplier23DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type-0.6440Delta0.4636Gamma10.23Leverage Ratio-0.0061Theta-0.0022Rho-6.59Eff Leverage0.0053Vega