1.15Open0.82Pre Close1 Volume260 Open Interest11.50Strike Price115.00Turnover78.24%IV-3.04%PremiumDec 20, 2024Expiry Date1.46Intrinsic Value100Multiplier3DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.9729Delta0.0983Gamma6.88Leverage Ratio-0.0045Theta-0.0005Rho-6.69Eff Leverage0.0006Vega