0.03Open0.05Pre Close80 Volume407 Open Interest22.66Strike Price112.00Turnover157.80%IV18.74%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0417Delta0.0486Gamma636.67Leverage Ratio-0.0299Theta0.0000Rho26.55Eff Leverage0.0010Vega