0.03Open0.02Pre Close54 Volume263 Open Interest290.00Strike Price115.00Turnover141.68%IV6.10%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0090Delta0.0036Gamma13666.51Leverage Ratio-0.6581Theta0.0000Rho122.62Eff Leverage0.0011Vega