0.08Open0.20Pre Close8 Volume143 Open Interest155.00Strike Price115.00Turnover65.32%IV3.09%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.1282Delta0.0494Gamma580.65Leverage Ratio-0.7276Theta-0.0003Rho-74.46Eff Leverage0.0136Vega