1.15Open3.70Pre Close1 Volume57 Open Interest53.00Strike Price115.00Turnover40.95%IV-0.15%PremiumDec 13, 2024Expiry Date1.23Intrinsic Value100Multiplier1DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.8937Delta0.1917Gamma40.60Leverage Ratio-0.1100Theta-0.0008Rho-36.29Eff Leverage0.0043Vega