1.15Open0.50Pre Close1 Volume28 Open Interest220.00Strike Price115.00Turnover71.28%IV22.66%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry1.15Extrinsic Value100Contract SizeAmericanOptions Type-0.0540Delta0.0023Gamma246.06Leverage Ratio-0.1257Theta-0.0082Rho-13.28Eff Leverage0.0725Vega