1.15Open1.05Pre Close1 Volume46 Open Interest100.00Strike Price115.00Turnover97.95%IV8.56%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry1.15Extrinsic Value100Contract SizeAmericanOptions Type0.2572Delta0.0346Gamma67.76Leverage Ratio-0.4101Theta0.0024Rho17.43Eff Leverage0.0307Vega