0.38Open0.05Pre Close3 Volume68 Open Interest282.50Strike Price114.00Turnover201.04%IV6.55%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type0.0738Delta0.0119Gamma698.68Leverage Ratio-4.4757Theta0.0001Rho51.55Eff Leverage0.0082Vega