0.10Open0.02Pre Close13 Volume220 Open Interest2.00Strike Price115.00Turnover60.99%IV11.41%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.3135Delta1.3294Gamma36.80Leverage Ratio-0.0024Theta0.0003Rho11.54Eff Leverage0.0015Vega