0.10Open0.07Pre Close21 Volume36 Open Interest57.00Strike Price115.00Turnover560.11%IV2.15%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0369Delta0.1180Gamma5581.00Leverage Ratio-14.8460Theta0.0000Rho205.71Eff Leverage0.0001Vega