0.15Open0.27Pre Close7 Volume98 Open Interest32.00Strike Price115.00Turnover34.76%IV8.38%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.1379Delta0.0799Gamma173.55Leverage Ratio-0.0154Theta-0.0024Rho-23.93Eff Leverage0.0175Vega