0.15Open0.27Pre Close7 Volume98 Open Interest32.00Strike Price115.00Turnover33.18%IV8.38%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.1377Delta0.0797Gamma173.55Leverage Ratio-0.0139Theta-0.0026Rho-23.89Eff Leverage0.0183Vega