0.08Open0.20Pre Close8 Volume143 Open Interest155.00Strike Price115.00Turnover52.44%IV3.09%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.1281Delta0.0493Gamma580.65Leverage Ratio-0.4675Theta-0.0005Rho-74.40Eff Leverage0.0170Vega