0.45Open1.15Pre Close7 Volume103 Open Interest227.50Strike Price315.00Turnover29.66%IV2.89%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.1398Delta0.0418Gamma590.77Leverage Ratio-0.2366Theta0.0020Rho82.59Eff Leverage0.0399Vega