0.03Open0.02Pre Close54 Volume263 Open Interest290.00Strike Price115.00Turnover115.07%IV6.13%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0087Delta0.0034Gamma13662.50Leverage Ratio-0.4038Theta0.0000Rho118.60Eff Leverage0.0014Vega