0.05Open0.10Pre Close23 Volume516 Open Interest85.00Strike Price115.00Turnover28.07%IV3.42%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0652Delta0.0719Gamma1644.80Leverage Ratio-0.0413Theta0.0003Rho107.32Eff Leverage0.0080Vega