0.05Open0.03Pre Close32 Volume476 Open Interest10.00Strike Price115.00Turnover56.05%IV9.45%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0816Delta0.1922Gamma367.00Leverage Ratio-0.0095Theta-0.0001Rho-29.94Eff Leverage0.0021Vega