0.65Open0.47Pre Close1.83K Volume1.32K Open Interest60.00Strike Price115.64KTurnover40.96%IV2.15%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.46Extrinsic Value100Contract SizeAmericanOptions Type0.3504Delta0.1886Gamma130.09Leverage Ratio-0.1702Theta0.0013Rho45.58Eff Leverage0.0178Vega