0.05Open0.05Pre Close23 Volume381 Open Interest20.00Strike Price115.00Turnover868.47%IV39.87%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0485Delta0.0381Gamma286.70Leverage Ratio-0.7882Theta0.0000Rho13.92Eff Leverage0.0003Vega