0.01Open0.01Pre Close115 Volume325 Open Interest4.00Strike Price115.00Turnover285.98%IV78.38%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0403Delta0.1273Gamma224.88Leverage Ratio-0.0060Theta0.0000Rho9.07Eff Leverage0.0002Vega