1.15Open1.25Pre Close1 Volume93 Open Interest30.00Strike Price115.00Turnover27.62%IV2.16%PremiumNov 15, 2024Expiry Date0.49Intrinsic Value100Multiplier25DDays to Expiry0.66Extrinsic Value100Contract SizeAmericanOptions Type0.6181Delta0.1714Gamma25.41Leverage Ratio-0.0189Theta0.0123Rho15.70Eff Leverage0.0307Vega