0.10Open0.15Pre Close10 Volume19 Open Interest132.00Strike Price115.00Turnover40.00%IV6.91%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0664Delta0.0246Gamma824.07Leverage Ratio-0.0752Theta0.0009Rho54.74Eff Leverage0.0169Vega