0.14Open0.45Pre Close8 Volume8 Open Interest46.00Strike Price115.00Turnover20.07%IV1.38%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.2765Delta0.3842Gamma309.93Leverage Ratio-0.0471Theta-0.0010Rho-85.68Eff Leverage0.0145Vega