1.15Open0.80Pre Close1 Volume6 Open Interest2.00Strike Price115.00Turnover270.06%IV9.76%PremiumDec 20, 2024Expiry Date0.87Intrinsic Value100Multiplier21DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type0.8115Delta0.1440Gamma2.50Leverage Ratio-0.0121Theta0.0007Rho2.02Eff Leverage0.0019Vega