0.15Open0.27Pre Close7 Volume98 Open Interest32.00Strike Price115.00Turnover34.88%IV8.38%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.1379Delta0.0800Gamma173.55Leverage Ratio-0.0155Theta-0.0023Rho-23.93Eff Leverage0.0174Vega