1.15Open2.45Pre Close1 Volume10 Open Interest18.00Strike Price115.00Turnover65.75%IV0.37%PremiumNov 8, 2024Expiry Date1.08Intrinsic Value100Multiplier2DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.8729Delta0.2077Gamma16.59Leverage Ratio-0.0441Theta0.0010Rho14.48Eff Leverage0.0032Vega