0.05Open0.12Pre Close23 Volume280 Open Interest26.50Strike Price115.00Turnover123.67%IV23.32%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0484Delta0.0388Gamma430.60Leverage Ratio-0.0316Theta0.0001Rho20.86Eff Leverage0.0021Vega