0.05Open0.15Pre Close23 Volume141 Open Interest450.00Strike Price115.00Turnover42.59%IV8.59%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0102Delta0.0019Gamma8289.20Leverage Ratio-0.0459Theta0.0003Rho84.79Eff Leverage0.0093Vega