0.20Open0.40Pre Close5 Volume167 Open Interest320.00Strike Price115.00Turnover34.33%IV14.83%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.0198Delta0.0016Gamma1668.53Leverage Ratio-0.0341Theta-0.0035Rho-32.97Eff Leverage0.0421Vega