0.01Open0.01Pre Close105 Volume707 Open Interest15.00Strike Price115.00Turnover62.91%IV7.98%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0555Delta0.1732Gamma927.33Leverage Ratio-0.0132Theta0.0000Rho51.48Eff Leverage0.0012Vega