0.11Open0.22Pre Close13.51K Volume12.56K Open Interest16.50Strike Price115.65KTurnover129.27%IV5.62%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1108Delta0.2842Gamma447.14Leverage Ratio-0.1571Theta0.0000Rho49.54Eff Leverage0.0010Vega