1.32Open1.53Pre Close649 Volume1.27K Open Interest227.50Strike Price115.64KTurnover29.09%IV1.57%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry1.76Extrinsic Value100Contract SizeAmericanOptions Type-0.3781Delta0.0586Gamma132.18Leverage Ratio-0.3744Theta-0.0078Rho-49.98Eff Leverage0.0849Vega