0.04Open0.03Pre Close31 Volume20 Open Interest4.50Strike Price115.00Turnover1047.86%IV0.67%PremiumDec 27, 2024Expiry Date0.02Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.6047Delta4.2594Gamma89.60Leverage Ratio-13.1530Theta0.0000Rho-54.18Eff Leverage0.0000Vega