0.30Open0.27Pre Close4 Volume2.31K Open Interest70.00Strike Price115.00Turnover29.71%IV9.14%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.0928Delta0.0297Gamma306.84Leverage Ratio-0.0202Theta-0.0040Rho-28.46Eff Leverage0.0313Vega