0.03Open0.02Pre Close54 Volume263 Open Interest290.00Strike Price115.00Turnover155.06%IV6.08%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0089Delta0.0036Gamma13670.00Leverage Ratio-0.7801Theta0.0000Rho122.06Eff Leverage0.0010Vega