0.40Open0.50Pre Close3 Volume303 Open Interest46.00Strike Price115.00Turnover42.47%IV7.84%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.1741Delta0.0625Gamma123.70Leverage Ratio-0.0370Theta-0.0032Rho-21.53Eff Leverage0.0249Vega