0.03Open0.04Pre Close39.73K Volume46.90K Open Interest610.00Strike Price115.52KTurnover156.89%IV0.96%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0115Delta0.0119Gamma60421.00Leverage Ratio-13.0963Theta0.0000Rho694.52Eff Leverage0.0005Vega