1.15Open0.99Pre Close1 Volume20 Open Interest78.00Strike Price115.00Turnover88.45%IV-0.37%PremiumDec 27, 2024Expiry Date1.44Intrinsic Value100Multiplier2DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.6211Delta0.0709Gamma27.11Leverage Ratio-0.5531Theta0.0027Rho16.84Eff Leverage0.0231Vega