0.02Open0.03Pre Close85 Volume379 Open Interest415.00Strike Price115.00Turnover127.10%IV33.52%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0007Delta0.0000Gamma41616.00Leverage Ratio-0.0133Theta0.0000Rho-27.62Eff Leverage0.0015Vega