0.15Open0.10Pre Close8 Volume217 Open Interest60.00Strike Price115.00Turnover52.99%IV8.23%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0881Delta0.0381Gamma372.97Leverage Ratio-0.0593Theta-0.0008Rho-32.85Eff Leverage0.0126Vega