0.15Open0.10Pre Close8 Volume217 Open Interest60.00Strike Price115.00Turnover48.35%IV8.23%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0880Delta0.0381Gamma372.97Leverage Ratio-0.0496Theta-0.0010Rho-32.82Eff Leverage0.0139Vega