0.23Open0.20Pre Close5 Volume698 Open Interest12.50Strike Price115.00Turnover98.05%IV27.30%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type0.2293Delta0.1195Gamma33.33Leverage Ratio-0.0160Theta0.0013Rho7.64Eff Leverage0.0078Vega