0.04Open0.05Pre Close24 Volume425 Open Interest6.50Strike Price115.00Turnover174.96%IV20.40%PremiumNov 8, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1312Delta0.2632Gamma108.80Leverage Ratio-0.0304Theta0.0000Rho14.27Eff Leverage0.0010Vega