0.13Open0.17Pre Close11 Volume2.02K Open Interest77.50Strike Price115.00Turnover84.06%IV4.99%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.0976Delta0.0650Gamma616.08Leverage Ratio-0.3380Theta0.0001Rho60.11Eff Leverage0.0054Vega