0.01Open0.01Pre Close112 Volume421 Open Interest11.00Strike Price115.00Turnover119.53%IV12.11%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0658Delta0.1790Gamma491.50Leverage Ratio-0.0199Theta0.0000Rho32.33Eff Leverage0.0008Vega