0.08Open0.26Pre Close16 Volume482 Open Interest83.00Strike Price114.00Turnover12.29%IV0.84%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.1973Delta0.3569Gamma824.00Leverage Ratio-0.0519Theta0.0010Rho162.60Eff Leverage0.0176Vega