0.55Open6.04Pre Close1.81K Volume95 Open Interest83.00Strike Price115.31KTurnover53.56%IV3.93%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type-0.1541Delta0.0746Gamma331.19Leverage Ratio-0.2043Theta-0.0006Rho-51.03Eff Leverage0.0141Vega