115.47Open121.47Pre Close10 Volume130 Open Interest16.00Strike Price115.47KTurnover848.74%IV-0.40%PremiumDec 20, 2024Expiry Date116.00Intrinsic Value100Multiplier3DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9983Delta0.0000Gamma1.14Leverage Ratio-0.0568Theta0.0015Rho1.14Eff Leverage0.0007Vega