0.08Open0.20Pre Close8 Volume142 Open Interest155.00Strike Price115.00Turnover88.40%IV3.09%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.1216Delta0.0490Gamma638.72Leverage Ratio-1.3225Theta-0.0002Rho-77.66Eff Leverage0.0094Vega