1.15Open1.70Pre Close1 Volume49 Open Interest19.50Strike Price115.00Turnover76.34%IV1.18%PremiumDec 6, 2024Expiry Date0.93Intrinsic Value100Multiplier2DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type-0.7678Delta0.2783Gamma15.16Leverage Ratio-0.0783Theta-0.0008Rho-11.64Eff Leverage0.0044Vega