0.01Open0.02Pre Close93 Volume1.27K Open Interest61.00Strike Price115.00Turnover27.20%IV3.84%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0324Delta0.0610Gamma3917.67Leverage Ratio-0.0138Theta0.0001Rho127.08Eff Leverage0.0032Vega