0.25Open0.30Pre Close5 Volume326 Open Interest34.00Strike Price115.00Turnover22.93%IV2.37%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.2954Delta0.3164Gamma166.80Leverage Ratio-0.0271Theta0.0020Rho49.28Eff Leverage0.0164Vega