0.10Open0.20Pre Close18 Volume1.57K Open Interest62.00Strike Price115.00Turnover16.36%IV3.30%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0589Delta0.0983Gamma2001.67Leverage Ratio-0.0123Theta0.0005Rho117.97Eff Leverage0.0086Vega