0.01Open0.01Pre Close115 Volume3.87K Open Interest28.50Strike Price115.00Turnover41.08%IV5.51%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0332Delta0.0953Gamma2702.00Leverage Ratio-0.0096Theta0.0000Rho89.62Eff Leverage0.0014Vega