0.08Open0.20Pre Close8 Volume142 Open Interest155.00Strike Price115.00Turnover80.84%IV3.09%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.1283Delta0.0494Gamma580.65Leverage Ratio-1.1168Theta-0.0002Rho-74.49Eff Leverage0.0110Vega