0.37Open0.13Pre Close5 Volume755 Open Interest41.50Strike Price115.00Turnover33.88%IV1.05%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type-0.3439Delta0.4747Gamma213.95Leverage Ratio-0.1700Theta-0.0004Rho-73.57Eff Leverage0.0084Vega