0.15Open0.36Pre Close6 Volume21 Open Interest97.00Strike Price112.00Turnover59.59%IV0.18%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.3142Delta1.4368Gamma1937.60Leverage Ratio-6.6938Theta0.0000Rho608.82Eff Leverage0.0015Vega