1.15Open1.65Pre Close1 Volume2.14K Open Interest20.00Strike Price115.00Turnover72.32%IV1.34%PremiumDec 20, 2024Expiry Date0.87Intrinsic Value100Multiplier5DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type0.7080Delta0.1923Gamma17.04Leverage Ratio-0.0640Theta0.0019Rho12.06Eff Leverage0.0085Vega