1.15Open1.00Pre Close1 Volume308 Open Interest2.50Strike Price115.00Turnover101.04%IV4.89%PremiumNov 15, 2024Expiry Date0.98Intrinsic Value100Multiplier25DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type0.9191Delta0.1636Gamma3.40Leverage Ratio-0.0030Theta0.0015Rho3.12Eff Leverage0.0014Vega