0.05Open0.05Pre Close23 Volume398 Open Interest2.50Strike Price115.00Turnover149.99%IV51.79%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1789Delta0.4330Gamma33.60Leverage Ratio-0.0038Theta0.0001Rho6.01Eff Leverage0.0011Vega