0.19Open0.28Pre Close31 Volume499 Open Interest71.00Strike Price115.00Turnover86.37%IV3.40%PremiumNov 1, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0301Delta0.0534Gamma4898.67Leverage Ratio-0.2745Theta0.0000Rho-147.52Eff Leverage0.0010Vega