0.20Open0.17Pre Close6 Volume244 Open Interest34.00Strike Price115.00Turnover49.78%IV2.61%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.2497Delta0.3104Gamma221.87Leverage Ratio-0.1255Theta0.0003Rho55.39Eff Leverage0.0065Vega