0.07Open0.06Pre Close18.41K Volume18.43K Open Interest12.50Strike Price115.43KTurnover76.08%IV5.29%PremiumNov 8, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1114Delta0.4026Gamma476.00Leverage Ratio-0.0447Theta0.0000Rho53.03Eff Leverage0.0012Vega