0.10Open0.15Pre Close13 Volume263 Open Interest27.00Strike Price115.00Turnover41.67%IV8.80%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier8DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0627Delta0.0688Gamma591.00Leverage Ratio-0.0135Theta-0.0004Rho-37.08Eff Leverage0.0053Vega