0.05Open0.05Pre Close23 Volume0 Open Interest70.00Strike Price115.00Turnover57.87%IV45.82%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier31DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0178Delta0.0054Gamma960.80Leverage Ratio-0.0056Theta0.0007Rho17.12Eff Leverage0.0062Vega