1.15Open1.75Pre Close1 Volume171 Open Interest260.00Strike Price115.00Turnover58.03%IV21.80%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry1.15Extrinsic Value100Contract SizeAmericanOptions Type0.0902Delta0.0056Gamma186.44Leverage Ratio-0.1194Theta0.0099Rho16.82Eff Leverage0.0813Vega