0.03Open0.02Pre Close54 Volume263 Open Interest290.00Strike Price115.00Turnover132.07%IV6.30%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0086Delta0.0033Gamma13641.00Leverage Ratio-0.5167Theta0.0000Rho116.86Eff Leverage0.0012Vega