0.10Open0.35Pre Close15 Volume48 Open Interest97.00Strike Price315.00Turnover33.57%IV1.91%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.3324Delta0.1116Gamma136.40Leverage Ratio-0.1698Theta0.0032Rho45.34Eff Leverage0.0352Vega