0.01Open0.01Pre Close114 Volume1.50K Open Interest41.50Strike Price114.00Turnover22.71%IV3.98%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0307Delta0.0821Gamma3992.00Leverage Ratio-0.0072Theta0.0001Rho122.58Eff Leverage0.0026Vega