1.15Open1.35Pre Close1 Volume16 Open Interest23.00Strike Price115.00Turnover32.23%IV0.57%PremiumDec 27, 2024Expiry Date1.03Intrinsic Value100Multiplier4DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.9193Delta0.2170Gamma20.44Leverage Ratio-0.0108Theta-0.0016Rho-18.79Eff Leverage0.0034Vega