8.00Open6.80Pre Close125 Volume773 Open Interest145.00Strike Price115.71KTurnover79.07%IV0.57%PremiumDec 6, 2024Expiry Date9.23Intrinsic Value100Multiplier2DDays to Expiry0.88Extrinsic Value100Contract SizeAmericanOptions Type0.8721Delta0.0243Gamma15.70Leverage Ratio-0.4642Theta0.0062Rho13.69Eff Leverage0.0228Vega