0.74Open0.86Pre Close1.95K Volume5.28K Open Interest16.00Strike Price115.01KTurnover65.71%IV1.46%PremiumDec 13, 2024Expiry Date0.14Intrinsic Value100Multiplier2DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type-0.5191Delta0.5122Gamma42.30Leverage Ratio-0.0889Theta-0.0004Rho-21.96Eff Leverage0.0047Vega