1.15Open3.55Pre Close1 Volume16 Open Interest135.00Strike Price115.00Turnover28.14%IV6.12%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier30DDays to Expiry1.15Extrinsic Value100Contract SizeAmericanOptions Type0.2940Delta0.0331Gamma69.35Leverage Ratio-0.0636Theta0.0299Rho20.39Eff Leverage0.1275Vega