0.10Open0.10Pre Close12 Volume412 Open Interest46.00Strike Price115.00Turnover13.06%IV4.80%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.1116Delta0.1266Gamma549.63Leverage Ratio-0.0062Theta0.0033Rho61.36Eff Leverage0.0218Vega