1.15Open0.91Pre Close1 Volume288 Open Interest5.00Strike Price115.00Turnover114.14%IV17.39%PremiumDec 20, 2024Expiry Date0.24Intrinsic Value100Multiplier30DDays to Expiry0.91Extrinsic Value100Contract SizeAmericanOptions Type0.6410Delta0.2144Gamma5.99Leverage Ratio-0.0112Theta0.0021Rho3.84Eff Leverage0.0057Vega