0.60Open0.60Pre Close2 Volume879 Open Interest6.00Strike Price114.00Turnover55.65%IV2.59%PremiumOct 18, 2024Expiry Date0.40Intrinsic Value100Multiplier23DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.6391Delta0.4794Gamma10.19Leverage Ratio-0.0060Theta-0.0022Rho-6.51Eff Leverage0.0053Vega