0.11Open0.22Pre Close13.51K Volume11.64K Open Interest16.50Strike Price115.65KTurnover100.89%IV5.62%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1108Delta0.2844Gamma447.14Leverage Ratio-0.0958Theta0.0000Rho49.56Eff Leverage0.0012Vega