0.05Open0.02Pre Close47 Volume1.70K Open Interest45.00Strike Price115.00Turnover1430.18%IV4.75%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0433Delta0.0804Gamma2149.00Leverage Ratio-39.4207Theta0.0000Rho92.97Eff Leverage0.0001Vega