0.05Open0.05Pre Close23 Volume167 Open Interest2.50Strike Price115.00Turnover214.93%IV127.68%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier31DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1713Delta0.3593Gamma22.40Leverage Ratio-0.0029Theta0.0001Rho3.84Eff Leverage0.0008Vega