0.51Open0.50Pre Close2.18K Volume1.62K Open Interest13.00Strike Price115.62KTurnover88.76%IV3.47%PremiumOct 25, 2024Expiry Date0.03Intrinsic Value100Multiplier4DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type-0.4903Delta0.3406Gamma27.02Leverage Ratio-0.0658Theta-0.0007Rho-13.25Eff Leverage0.0053Vega