0.42Open1.10Pre Close17 Volume531 Open Interest39.00Strike Price115.00Turnover50.35%IV4.46%PremiumNov 8, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.1816Delta0.1659Gamma246.76Leverage Ratio-0.0939Theta-0.0004Rho-44.82Eff Leverage0.0083Vega