0.25Open0.10Pre Close5 Volume136 Open Interest106.25Strike Price115.00Turnover48.41%IV6.04%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.1012Delta0.0346Gamma451.68Leverage Ratio-0.1307Theta-0.0010Rho-45.69Eff Leverage0.0187Vega