0.20Open0.22Pre Close5 Volume419 Open Interest192.50Strike Price115.00Turnover31.66%IV3.18%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.0961Delta0.0371Gamma794.91Leverage Ratio-0.1539Theta0.0011Rho76.35Eff Leverage0.0247Vega