1.15Open1.65Pre Close1 Volume96 Open Interest210.00Strike Price115.00Turnover36.85%IV11.54%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry1.15Extrinsic Value100Contract SizeAmericanOptions Type0.1388Delta0.0131Gamma164.61Leverage Ratio-0.0896Theta0.0148Rho22.84Eff Leverage0.1017Vega