0.55Open1.22Pre Close2 Volume27 Open Interest145.00Strike Price115.00Turnover39.82%IV5.98%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier8DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type-0.1617Delta0.0261Gamma186.17Leverage Ratio-0.1311Theta-0.0056Rho-30.11Eff Leverage0.0578Vega