0.10Open0.16Pre Close13 Volume318 Open Interest7.00Strike Price115.00Turnover85.24%IV12.52%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1980Delta0.3878Gamma84.13Leverage Ratio-0.0156Theta0.0002Rho16.66Eff Leverage0.0023Vega