2.00Open2.34Pre Close607 Volume1.06K Open Interest80.00Strike Price115.30KTurnover37.05%IV6.79%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier31DDays to Expiry2.12Extrinsic Value100Contract SizeAmericanOptions Type0.3897Delta0.0461Gamma35.35Leverage Ratio-0.0549Theta0.0237Rho13.78Eff Leverage0.0862Vega