0.55Open2.67Pre Close2 Volume60 Open Interest202.50Strike Price115.00Turnover55.02%IV1.63%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type0.2560Delta0.0817Gamma333.08Leverage Ratio-1.3782Theta0.0006Rho85.26Eff Leverage0.0230Vega