1.15Open0.56Pre Close1 Volume18 Open Interest19.00Strike Price115.00Turnover30.73%IV1.05%PremiumDec 20, 2024Expiry Date0.96Intrinsic Value100Multiplier5DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type-0.9248Delta0.2433Gamma18.50Leverage Ratio-0.0071Theta-0.0015Rho-17.11Eff Leverage0.0030Vega