1.15Open1.25Pre Close1 Volume556 Open Interest3.00Strike Price115.00Turnover133.93%IV3.14%PremiumDec 20, 2024Expiry Date1.09Intrinsic Value100Multiplier15DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.9362Delta0.2585Gamma1.74Leverage Ratio-0.0018Theta-0.0008Rho-1.63Eff Leverage0.0005Vega