0.35Open0.55Pre Close3 Volume43 Open Interest22.50Strike Price115.00Turnover25.49%IV4.24%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.3713Delta0.2668Gamma62.63Leverage Ratio-0.0124Theta0.0050Rho23.25Eff Leverage0.0210Vega