0.35Open0.20Pre Close3 Volume154 Open Interest50.00Strike Price115.00Turnover70.46%IV26.95%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier30DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.1553Delta0.0295Gamma66.17Leverage Ratio-0.0322Theta0.0046Rho10.28Eff Leverage0.0274Vega