0.05Open0.10Pre Close21 Volume130 Open Interest20.00Strike Price115.00Turnover19.52%IV4.29%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.2096Delta0.2805Gamma165.92Leverage Ratio-0.0058Theta-0.0025Rho-34.78Eff Leverage0.0152Vega