0.05Open0.12Pre Close23 Volume399 Open Interest90.00Strike Price115.00Turnover341.79%IV26.55%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0088Delta0.0015Gamma2449.40Leverage Ratio-0.3112Theta0.0000Rho-21.49Eff Leverage0.0011Vega