0.11Open0.22Pre Close13.51K Volume11.64K Open Interest16.50Strike Price115.65KTurnover81.81%IV5.62%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1109Delta0.2846Gamma447.14Leverage Ratio-0.0631Theta0.0000Rho49.58Eff Leverage0.0015Vega