0.55Open6.04Pre Close1.81K Volume95 Open Interest83.00Strike Price115.31KTurnover50.32%IV3.93%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type-0.1540Delta0.0745Gamma331.19Leverage Ratio-0.1832Theta-0.0007Rho-51.01Eff Leverage0.0150Vega