0.04Open0.15Pre Close62 Volume167 Open Interest170.00Strike Price115.00Turnover92.73%IV15.64%PremiumNov 1, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0037Delta0.0009Gamma13433.33Leverage Ratio-0.0150Theta0.0000Rho-49.62Eff Leverage0.0015Vega