0.11Open0.22Pre Close13.51K Volume11.64K Open Interest16.50Strike Price115.65KTurnover108.11%IV5.62%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1108Delta0.2843Gamma447.14Leverage Ratio-0.1100Theta0.0000Rho49.55Eff Leverage0.0012Vega