0.20Open0.15Pre Close7 Volume538 Open Interest2.00Strike Price115.00Turnover64.26%IV2.12%PremiumDec 20, 2024Expiry Date0.11Intrinsic Value100Multiplier11DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.6729Delta1.7372Gamma12.60Leverage Ratio-0.0034Theta-0.0004Rho-8.48Eff Leverage0.0012Vega