0.01Open0.01Pre Close115 Volume3.87K Open Interest28.50Strike Price115.00Turnover48.58%IV5.51%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0331Delta0.0952Gamma2702.00Leverage Ratio-0.0100Theta0.0000Rho89.55Eff Leverage0.0012Vega