0.11Open0.05Pre Close11 Volume125 Open Interest7.50Strike Price115.00Turnover128.66%IV54.16%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1381Delta0.1347Gamma49.30Leverage Ratio-0.0074Theta0.0004Rho6.81Eff Leverage0.0028Vega