1.15Open2.33Pre Close1 Volume42 Open Interest58.00Strike Price115.00Turnover45.80%IV0.07%PremiumNov 29, 2024Expiry Date1.11Intrinsic Value100Multiplier3DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.6980Delta0.1529Gamma37.53Leverage Ratio-0.1714Theta0.0028Rho26.20Eff Leverage0.0174Vega