0.30Open0.65Pre Close6 Volume47 Open Interest100.00Strike Price115.00Turnover35.64%IV13.94%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1074Delta0.0216Gamma206.82Leverage Ratio-0.0298Theta0.0068Rho22.22Eff Leverage0.0445Vega