0.79Open0.94Pre Close924 Volume3.60K Open Interest320.00Strike Price111.01KTurnover19.27%IV1.62%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry1.02Extrinsic Value100Contract SizeAmericanOptions Type0.2702Delta0.0523Gamma305.21Leverage Ratio-0.2851Theta0.0091Rho82.46Eff Leverage0.1085Vega