0.03Open0.04Pre Close105 Volume538 Open Interest1.00Strike Price115.00Turnover136.46%IV12.22%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.2646Delta2.4408Gamma45.00Leverage Ratio-0.0052Theta0.0000Rho11.91Eff Leverage0.0003Vega