0.30Open0.80Pre Close3 Volume28 Open Interest82.00Strike Price114.00Turnover23.31%IV4.40%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type0.2002Delta0.0829Gamma213.24Leverage Ratio-0.0405Theta0.0052Rho42.69Eff Leverage0.0406Vega