1.15Open1.05Pre Close1 Volume46 Open Interest100.00Strike Price115.00Turnover100.38%IV8.56%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry1.15Extrinsic Value100Contract SizeAmericanOptions Type0.2572Delta0.0346Gamma67.76Leverage Ratio-0.4311Theta0.0022Rho17.43Eff Leverage0.0300Vega