0.20Open0.15Pre Close7 Volume538 Open Interest2.00Strike Price115.00Turnover63.68%IV2.63%PremiumDec 20, 2024Expiry Date0.10Intrinsic Value100Multiplier11DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.6727Delta1.7370Gamma12.67Leverage Ratio-0.0033Theta-0.0004Rho-8.52Eff Leverage0.0012Vega